Help setting up email

I have had my new MBP a week now. Still learning. Having a real hard time setting up my e-mail. Fist loaded up my OPTONLINE acct. and that didn't work so I deleted that acct. Then loaded up my YAHOO acct. and that didn't work. I deleted that also. Then I went and got a new GMAIL acct. the mail program seems to access this acct but keeps asking for my password. I can access gmail from the web with no problem, so my password is correct. What am I doing wrong? I tried shutting down and restarted to no avail. I didn't set the setting in this program it did it automaticly.