If you are having playback interrupted, it's possible that network congestion is preventing smooth playback, or that the video is encoded at a quality setting too high for your current bandwidth.
Most videos will let you download the file to your own computer, where you can then play it locally using Windows Media Player, iTunes, etc.
Look for a link when viewing the video details named "Sharing Options". When clicked, you'll see a panel appear like this, with a link to download the video file. Be patient, though, as some of the video files can be very large depending on quality and video length.