Just give the videolan client a try:
VideoLAN - Free Software and Open Source video streaming solution for every OS!
But about the videos: Some are not "compressed", but simply damaged. You can try downloading another version, or using the videolan client to view them (it is often able to ignore the issues).
Besides: Using the videolan client is generally a good idea, because it can play many more formats than media player and it is safer to use (doesn't call back). As a plus, it's free software...
... did the videolan client solve the skipping problem?