It could be overheating or bad laser. Or, of course badly burned DVDs. I don't think any settings help with skipping, AFAIK. But check your DVD player's manual just to be sure (and all those settings you have on your DVD player, just to be sure). Also, try Googling your player's model and checking if there're any reports on similar peculiar problems with using the same model.
Usually, though, my player does such things if 1) it gets put in a place where there's not enough air flow (overheating) or 2) if the DVD is of bad quality (or if the laser can't read the data on the DVD through all the read errors, you choose which to blame ).