Here is what I found out (for those that are interested)
Please note that Cox requires that all email messages sent from our network go through Cox outbound (SMTP) servers. Any attempt to send email using a 3rd party outbound email server will result in an error message (on your email software), and the message will not be delivered!
The use of Cox email servers is required in order to reduce the amount of unsolicited email, or SPAM, that is sent from our network. SPAM is not only considered a nuisance by our valued customers, but also potentially degrades our email service by consuming network and server resources. SPAM also increases the potential for computer related virus attacks. Finally, excessive amounts of SPAM originating from our network can result in other ISP’s refusing to receive any email, including legitimate messages, from our network.
You may be connecting to a 3rd party mail server because of one of the following reasons:
Your email software, such as Outlook Express, is configured to use a 3rd party outgoing mail server to send email, with or without your knowledge.
Your computer may be allowing other users from the Internet to connect to it. These outside users may be using your machine to ‘relay’ their email. We recommend that you review the security of your PC.
Your computer is infected with a virus that is attempting to spread itself via email. We recommend that you update your anti-virus software and scan your machine for viruses.
For instructions on how to configure Outlook Express with the correct settings, please click here.
Here are the correct SMTP settings to use for COX
http://support.cox.net/custsup/email/POP_SMTP_settings.shtml