I've seen this problem too, especially when I try to move to the middle of a larger clip (file-size wise). Do you know if your computer is really workin' when you play these videos? To check, hit the CTRL, ALT and DEL keys at the same time to bring up the Task Manager. Go to the "Performance" tab and watch usage as you play the clip. If CPU usage repeatedly spikes/stays very high while playing the clip you may simply be running up against the limitations of your computer. Check the filesize of the clip; if it's above 80 MB and is of high resolution that may be it.
What file types are you experiencing this with? To determine this, right-click on the clip and select "Properties". The file type will be noted there.