I stand corrected: no geographic server names required. I set-up my account 7 years ago. Agree with Trikein, your best approach is to delete what you've created so far in Outlook...and create a new .pst file. A .pst file contains your previous Outlook data (messages, calendar, tasks and notes).
I'm still using 2007, but you could probably still navigate to it. Tools-->Account Settings-->Data Files tab-->Add--[name it Cox or something]. At the bottom, there should be an option to Change the Folder (Outlook 2007), so change it from Outlook.pst to Cox.pst.
After your Cox account is set up, meaning successful test message, you can always import your old data from the Outlook.pst.