There are four ways to fix this:
(a) CLICK PAUSE ON THE PLAYER and wait while it downloads more video. There should be an indicator bar showing how much is downloaded. When you have a better margin built up, click Play on the player to resume.
(b) Click stop, close the player, then right-click the link and choose "Save Target As..." then save it on your Desktop. This will force your computer to download the whole video like a file. When it has completed downloading, double-click on the downloaded file icon on your Desktop to play it from your disk.
(c) Go into your player's configuration options, and increase the setting for buffering, or
(d) Purchase the video or DVD.