Android :: Email Application - Not Automatically Retrieve E-mails From Server

My Gmail works perfectly (of course it does) but my Email program is another story. I can get it to sync fine with my Cox e-mail after I manually set it up, but I will not automatically retrieve e-mails from the server regardless of what I set the check interval to. I purposely sent myself a test email from another source and the phone never receives it unless I physically go into the email program and then it connects to the server and downloads the message. Is anyone else experiencing this? Am I doing something wrong? Right now I have the phone set to 5 min check intervals and it still doesn't automatically indicate I have new mail even though I know there is two brand new e-mails sitting there waiting for me.