Be aware that since you are using the cox.net SMTP server instead of smtp.gmail.com that mail that you send from Mail.app will not show up in your 'sent mail' box in the Gmail web interface.
If you use smtp.gmail.com on port 587 then mail that you send from Mail.app will go through the Gmail service and be stored in your Gmail account.
But, it is possible that Cox is blocking smtp, so you may have no other choice...