If you have DSL or especially dial-up, it will take several minutes to download each movie. If you have DSL and your computer opens a window and starts playing the movie in less than a minute, the video may appear choppy. Try clicking on the stop button and waiting for the entire file to download before playing the video. This should solve your problem.
Cable Modems should have no problem downloading the movie files. Just be patient and wait for the file to download.