did you check all the songs..and all of them were skipping?
there is an auto-skipping (not sure about the name) function in some media players...if you can't find it...just reinnstall your player and it will return to default set-up...
if the song just stops and skipp, has some other reasons btw:-
- the link is broken (if the file is just linked and not saved)
- the file is not downloaded completly
- the file is broken
- the file is not on your pc any more
hope this helps