phone keeps losing rangerover

Hi, We just bought a nifty new car...well, actually leasing it.
We are using our bluetooth for the first time with it....
BUT it often keeps dinging (our phone) saying that it is disconnected
from the car...its a sony ericsson phone..not sure of the model.
can anyone point me in the right direction to find out if it is the
phone or the car?? thanks.
Laura