The whole house protectors I listed only protect the power side.
There are other devices for coax and phone such as
http://www.intermatic.com/Default.asp?action=subcat&sid=269&cid=100&did=6
And this
http://www.intermatic.com/Default.asp?action=subcat&sid=268&cid=100&did=6
This one does everything
http://www.intermatic.com/Default.asp?action=subcat&sid=137&cid=61&did=6
About $200