Sounds like you have a slow internet service. The only work-around I can think of is to start the video and then immediately pause it. Do summat else for a while (make a brew, play solitaire...) and it should carry on loading in the video, as shown by the line across the bottom. Once that's about half way across you can start the playback again. With a bit of luck it will play to the end before the playback catches up with the download speed. If not, try doing the same again but wait for even more of the programme to come down before you start playing.
Hope this makes sense. It's not ideal, but probably less annoying than trying to watch a whole load of 5 second snippets.
Albert the InfoGipsy
"So welcome to the Citadel where the question is 'Am I?'"