Brian Van Holt? David Arquette Addresses The Rumors

David Arquette holds a press conference to open the 6th annual Hollyshorts Film Festival on Aug. 5, 2010, in Los Angeles. GABRIEL BOUYS/AFP/Getty Images

NEW YORK (CBS) David Aquette opened up to Howard Stern about his relationship with Courteney Cox, just a day after the couple announced they had separated.

The "Scream 4" actor told Stern and co-host Robin Quivers during Stern's Sirius radio show on Tuesday that he and Cox have been on "a trial separation" for "a while now."

As for reports this past spring that Cox was getting cozy with her "Cougar Town" co-star Brian Van Holt, Arquette said she denied an affair when he confronted her.

Pictures: Cox & Arquette
Pictures: Celebrity Splits

"I do believe her ... I truly don't think she ever had an affair," he said, adding that if anything perhaps they formed an "emotional" bond.

"It breaks my heart," Arquette, 39, said of their decision to separate, adding that he is "not the one that called this [separation] in order." "I've been begging Courteney to get back with me," he later added. "She's conflicted too."

He said that Cox had grown tired of his immaturity and that the two hadn't had sex in four months.

"We're not having sex, and I completely understand," he said during the interview, according to Us magazine. "She's in a place of wanting to be real and emotional. She's an emotional being. She's an amazing woman. If it doesn't feel right, she doesn't feel like bonding in that way."

Cox, 46, wants him to grow up, he added.

"She says that to me: 'I don't wanna be your mother anymore,'" he said. "I appreciated that. I respected that. I've been going to therapy. I'm trying to grow up."

He also admitted that he has gotten intimate with cocktail waitress Jasmine Waltz, saying, "I did have sex with her one time, maybe twice... my sexual encounter made me feel pretty manly."

Pictures: Jasmine Waltz

But he stressed, "I am a single man" - and the two are no longer together.

When asked how their 6-year-old daughter, Coco, was coping, Arquette said that when they broke the news to her, they took her to the beach and had a picnic. He said they explained to her that "'we're grown-ups .. and grown-ups need to figure out their lives.'"

"Are you guys getting divorced?" he remembered her asking.

Arquette said he told her, "No, we're taking time off to know ... what we want out of our mate better."