I included the .0005 fee from my gox account and I'm still waiting for the transaction to show on blockchain.info

That's a different thing as you are waiting for the network to confirm it has received the transfer request. This occurs before it is then queued to be batched up and mined into a block.
I've received the confirmation that my request is logged with the network; it's just not moved down the queue of un-feed transactions to a level where it's been included in a block yet.
I'm just not sure how to tell where in the queue it is and how long this queue is as it's clearly got a lot longer of recent.