Why can't I run a video download without interuption?

[#1]

When I download something and try to view, it runs for about 10 seconds and then waits to catch up and so on. For example I  down loaded the plug in for the Sky player and cannot watch it from start to finish without having to wait every 10 secs or so for it to catch up, this happens on most things that I down load for viewing. What am I doing wrong? Merry Christmas.

[#2]

Because you are not running a video download.
You are downloading a small amount of video, and while it is playing you hope you can download the next chunk of video into a buffer.
If you are able, download the whole file and then play it.