That's hard to tell, because this could have several reasons. A bad file hosted, an old version of a media player, codecs problems.......
What you could try is to download the free VLC player with built-in codecs which can play almost all media files without problem:
http://www.videolan.org/vlc/
If this problem doesn't get solved by using this player, then it is most likely a bad quality of music file.
You should try to use the "Look up with Bitzi" function before downloading any file (in the search result right click the file you want to download, go to Advanced>Look up with Bitzi).