I've had this problem on both the HTC7 Mozart and the Nokia Lumia 800 (both on Orange UK) where occassionally music downloaded directly to the phone from the Zune Marketplace (not synced via Zune desktop app) will not playback correctly. Specific parts of songs appear to be corrupt, if I forward by the corrupt part then the remainder of the song will playback correctly.
On the HTC Mozart this would also ocassionally crash the phone (reason I replaced it with the Lumia). Has anyone else had issues like this and are there any known fixes?