It has to do with the video not the player, I have experienced the same on only videos with gawd knows what video codecs they were made with. Say convert a video with ffdshow or XviD or DivX and you will see the video will run smoothly.
I will not recommend what to install as for me ffdshow is a mess, I use XviD again you need it not just for playing the video, try converting the video using such codec and it should run/forward smoothly.