I've been using Cox for about five years now and have gone thru two (Motorola) cable modems which they have provided as part of the service without any problem with my AirPorts. If you're using Cox's non-business offering, they by default provide you with a dynamic IP address ... which does change periodically.
When you connect your computer directly to the modem, it needs to be set up as a DHCP client. This would also be true for the AirPort Express ... which is its default setting. Is it possible that you have it configured differently?
I suggest that you perform a
"factory default" reset on the AX and then try the following power recycle of your network components:
Try the following, in order, checking for Internet access after each step, until resolved:
1. If the modem has a reset switch, use it to reset the modem. Wait at least 5-10 minutes for the modem to initialize.
2. Remove power from the modem. If it has a backup battery, remove this as well. Wait 5-10 minutes. Replace the battery, and add power back to the modem.
3. Perform a complete power recycle of your network components as follows:
Modem/Router Power Recycling - Quick
o Power-off the modem, AX, & computer(s); Wait at least 5 minutes.
o Power-on the modem; Wait at least 5 minutes.
o Power-on the AX; Wait at least 5 minutes.
o Power-on the computer(s)
If this fails to get the modem to "recognize" the Internet router, then try the "Full" version.
Modem/Router Power ReCycling - Full
o Power-off the modem, AX, & computer(s). (Wait at least 30 minutes. If possible, leave the modem off overnight.)
o Power-on the modem; Wait at least 15 minutes.
o Power-on the AX; Wait at least 5 minutes.
o Power-on the computer(s)
4. Contact your ISP to have them perform a "modem reset."