LW's media player gets lower priority to other functions on LW. So if LW is busy, the media player suffers.
You could instead use your default audio player. To do this go to Tools>Options>Player & uncheck & press apply. Won't take effect until next time you open LW. So next time you play a song, your default player will open & play it instead.
If you don't have a decent default player then here's some suggestions: 1. QCD:
http://www.quinnware.com/
2. iTunes:
http://www.apple.com/itunes/download/ 3.
dBpowerAMP