As a HTC Touch HD user myself, the audio skipping problem with all music players was annoying since beginning. With the recent custom ROMs from xda-developers, my Touch HD is giving an almost perfect and stable audio playing. HTC has finally released the hotfix for this problem, 2 months after its initial release for Touch Diamond. You can read the install and download instruction here. Note that the hotfix can only be installed on ROM version 1.59.XXX.X or lower (there isn’t any ROM version bigger than 1.59 anyway). Let us know in the comment if it works on your Touch HD!