Make sure you are viewing all of the records you want checked. Click into the field and select the checkbox, while the field is still selected, go to the 'Records' menu and select 'Replace Field Contents'. A dialog box is presented which asks "Permanently replace the contents of the field xyz in the x number of records of the current set? To which you reply 'Replace'. Be careful as you are doing this on all of the records and if you accidentally replace something in the wrong field you will not be able to undo this.
1) Show all records
2) Select the Mail checkbox
3) from menu Records >> Replace Field Contents... ( you'll se that the first radio button says: Replace with: "Mail" )
4) Push "Replace"
After you have set all your records, go to Auto-Enter on that field and in the data option, type Mail. Now every time you create a new record, it will default enter Mail.