It would seem to me there are two possibilities.

1) the CD is scratched and the datastream is no longer intact.

2) You're producing so much bass that the laser is being physically moved off tract.

Try playing the CD in another player. If it still has the skipping, your disk is scratched. Hopefully, it's new enough that you can take it back.

If it doesn't happen, you may have to either turn your listening down a notch or find a way to dampen the jarring your CD player is feeling.