I have a SG300-10P for my test, I did the same thing you did in my GUI.
I was mirroring port 7 to port 8 ticking the item to mirror RX and TX
My PC with wireshark was residing on port 8.
I started a comtinuous oibg from my PC on port 7 at IP address 192.168.10.60 to my WAN routers LAN address, 192.168.10.1 .
As you can see from my screen capture below, my PC on port 8 caprtured both RX and TX packets on port 7.
Because my wireshark PC was on port 8, I could not access the management interface of the switch to show you my configuration, so I grabbed the configuration via hyperterminal.
See screen caopture below ( with some configuration items excluded)..
I would suggest, if you are having issues to allow the Small Business Support Center to assist you.
Hope this helps