That sounds like a bandwidth problem, as in "not enough bandwidth". So, you have to wait until the buffers fill, then the player resumes until the buffer runs empty, then another wait, and so on.
You don't mention which movie player you are using, so I suggest you take a look at the settings. Do you have the option to increase the size of the buffer? Increase the buffer to the approximate size of the movie (if possible) then the movie should run more smoothly (once it's been downloaded).