It sounds like what you're describing is Switched Digital Video. Switched Digital Video (SDV) technology allows Cox to offer more services and a variety of digital and HD channels to customers by freeing bandwidth. Typically, after six continuous hours of viewing an SDV channel, the receiver will change to a non-SDV slate channel, displaying the following message:
"The channel you are watching has timed out due to inactivity. Enter the channel number to resume viewing."
Not all channels will produce this message. If it's not happening on all TV's, it may be due to the channels that are being viewed at that time.