???When I try to play music and/or video it is jumpy and cuts in and out.
The screen says that maybe my firewall is blocking them BUT I also get the message that I don’t have a firewall.
I guess my question is What do I do ???
Welcome to the forums, wandalaroo54. 
A little more information is needed before someone can help … such as … player being used, type of internet connection you have, OS, etc.
Hi wandalaroo54,
I am very satisfied with this audio/video player. Open source very many features.
http://www.videolan.org/vlc/
polonus