If when you attempt to play the video you get starts and stops, it's more than likely that your connection speed just can't provide a fast enough download to keep up.

The trick to getting to watch the entire video without interruption is: Hit "Pause" on the video window and simply wait for the "Status Bar" below the image to either finish going all the way across to the right or at least get 50% across before hitting the "Play" button again.