Perhaps I should clarify my response, I can see how it could be misinterpreted. Using a high quality DVD burner (e.g. Plextor) with high quality media (e.g. TY, MCC) will allow you to burn at high speeds without encountering these sorts of problems, although it's usually best to burn at slower than the max speed anyway.
Trying to burn at high speed with a cheaper burner and budget media (e.g. Princo, CMC) is asking for trouble. This skipping is what will occur. If you run the DVD through Nero DVD speed, or some other quality testing tool, you'll find it reports sections unreadable.
The 'solution' is therefore to burn at a lower speed, as everyone has said.
Obviously, burning a low quality source file will give you a low quality result. This will not cause skipping, however (unless, there's skipping in the source, of course!). The skipping is caused by the DVD player being unable to read the disc properly.