Actually mine did that for a while – for two reasons that I have now solved:
Firstly, I had downloaded the 3 (cubed) music player from the app store which I think is the best. Sometimes when I played mp3s through this the music player native to the Desire would play too – but another mp3. They both clashed and caused skipping.
Secondly, the 3 (cubed) player had a setting I didn't know about. It weirdly allowed you to pause, skip and forward by touching the headphone jack base. A really weird thing to do as it would pause and skip etc when I walked because my movements messed with the jack base. I disabled that setting and all is ok now.
