That probably means one of a few things:

1. Your computer sucks rocks. 2. Your internet connection sucks rocks. 3. Your computer is infected with malware, which slows it down and makes it suck rocks. 4. You're using Norton, Trend, McAfee, or something which equally sucks rocks. 5. You have an old/insecure/unsupported/third-party flash player, which is currently trying to infect your computer with crapware, thereby sucking rocks.

I've heard people complain about this before, and I've never seen it happen on my own computer, or on any other machine that's properly maintained, and doesn't have 99% of it's memory taken up by Internet Security Suites from you-know-who.

Actually, I lie. I've seen it happen once on my computer. Once. It was a Youtube video, which was buffering, playing fine, and stopped loading about 2/3 of the way through. And you can tell that it's buffering or not, unless the player sucks. That's what the red line behind the play bar is on Youtube. It shows how much of the video is buffered. I haven't seen a player that doesn't have this feature.

The one time it stopped playing on mine, it stopped just at the end of said red line. My guess is "Connection reset by peer" errors result in something like this happening.