Hello td741, and welcome to the Pcenginefx.com forums.
One thing you can try is to lay your PC-FX on its side. Little Red Riding Hood CHA-CHA FMV skips on my unit, but once I lay the unit on its side, the FMV starts to play smoothly.
Other than that, make sure your skipping PC-FX games are dirt/dust free (clean with a CD cleaner, or a lint-free cloth. Don't use a T-Shirt, paper towels, napkins or a kleenex!)
Let me know if that works for you.