you need to run a few tests to try and figure out where the problem lies. do all of the tests while not multitasking (make sure you get the "skipping" when not multitasking first!). you might also want to say what you were doing at the time of the "skipping" if you were doing more than one thing.
-are you absolutely sure that the "skip" isn't in the source? find a song that "skips" and play it with your speakers then disconnect them and play it through another set (or headphones) and see if it repeats. next do the same on another device. if the effect doesnt reproduce (especially if it doesnt reproduce when you play it twice in a row with the same speakers and pc) then i would say it isnt the media. repeat said test with a song that you know (from playing on multiple devices/speakers) that doesnt skip. repeat both of the above tests again using a different audio player software.
^are you playing from digital media (mp3, etc) or from a cd/disk? for this i would say use a digital format as it eliminates a few variables.
^the test above may also highlight whether an issue might reside with your speakers or your computer
^specify whether using integrated sound card or add-in sound card
possible culprits the above test will help rule out:
bad disk or file
speaker wire twisted/broken
problem with speakers
problem with drivers/software
problem with audio drivers/softwares
problem with soundcard
computer lagging due to load/virus/multitasking
the more thorough you are with your tests the easier it will be to find the culprit. i realize that i asked for 8 tests but this will help rule out where the issue lies.