The Dorset club became the first team to lose at home against the Cottagers in the division this season after a 1-0 reverse at Vitality Stadium.
Describing his emotions after the defeat, Cook told the Daily Echo: “Fuming. It's not good enough to lose to a team that hasn't won away from home all season – it's embarrassing.
“Fulham are a very good team. It doesn't matter if they've come up or they are relegated already, it means nothing. We should be embarrassed really with that.
“We started off really well and it only looked like one team winning. Junior then came off and it disrupted everything.
“We never really regrouped but we had some great chances. It was the polar opposite to last week (against Brighton) finishing-wise and team work."
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