The sound is never supposed to cut out and skip. Either there is something wrong with the way it is installed, there is a fault in the player itself, or you've just got some bad MP3 files you've tried to send to the player.
You need to narrow down whether the problem is in the MP3 files, in the wiring, in the amplification, or in the player itself.
Does the "battery" icon appear on the screen as part of this process? Click
here.
Does it only happen on certain songs, and in the exact same place in the exact same songs, while other songs play fine? Click
here.