Internet automatically disconnects?

Had Cox internet for a little over a month and lately sometimes when I'm watching TV it will suddenly disconnect and a message pops up saying internet disconnected, reconnect. I go to re-establish the connection and it fails, it says unable to connect. I have to wait a while before I can try again and then it successfully reconnects. Happens to me in the living room and my roommate in his room with his TV. Anyone know why this happens?