Here's your problem. By default, Gmail does not allow multiple downloads for each message (with POP). Therefore, if you have Mail.app open, it's grabbing the mail before it's delivered to your smartphone.
You have two options to fix this:
First of all, you could switch to IMAP. When dealing with more than one device, IMAP is a much better option. Luckily, Gmail just started offering this service. If you wish to enable IMAP, go to your Gmail account, click settings, and choose the "Forwarding & POP/IMAP" tab. (Remember, you'll have to change the settings on all of your email clients as well.)
With IMAP all of your messages are stored on the server, and read remotely using a email client (like your phone or Mail.app). On the other hand, when using POP, the device physically downloads each message to the device. The only limitation with IMAP is your server storage space, but that's not usually a problem with Gmail.
Or...
You could continue using POP, with altered settings. Follow
these instructions.
I would recommend switching to IMAP.