Some help please

Hey guys, I'm new to Mac's and recently purchased a mac pro. Everything about the computer is great... everything but the airport extreme. My mac pro did not come with an airport extreme card so I had one installed at the apple store. At the time I had a linksys router and was getting a strong singnal then very weak, strong then weak. I was fed up and bought an airport extreme base station. I just installed it (ethernet cable to my windows pc and wireless to the mac pro which is in my bedroom). The signal on the mac pro is very strong but it keeps going out at random times (usually when I download or stream something). The same happened with the linksys but linksys had a weaker signal. My iphone still has full signal when the mac pro loses its. When it loses the signal I click on the the wireless icon next to the speaker icon and it refreshes and my network is gone, then i click again and the network is back and back to full signal. why doesn't the computer reconnect on its own?