Set up Apple Mail with Gmail

I installed SpamSieve and started the setup menu. One of the first items is to create a new mailbox labeled ‘Spam’. Apple mail will not let me do this because there is already a mailbox labeled spam in Gmail.
How do I set up SpamSieve with a new Spam mailbox? I am hesitant to name it something else since the setup directions tell me to make sure it is called Spam and not SPAM or spam.

Operating system is OS X Mountain Lion
Version 2.9.4 of SpamSieve

The instructions ask you to select “On My Mac” as the location for the Spam mailbox. Thus, it doesn’t matter that Gmail has one elsewhere.

That’s what I did. Unless Gmail is set up wrong (which I don’t think so), there already IS a Spam mailbox “On My Mac”. It will not let me create another.

If you already have a Spam mailbox under “On My Mac” it’s not due to Gmail, and Gmail won’t put anything there. You don’t need to create another Spam mailbox; just select that one for SpamSieve.