Digital audio cables (coax) should be 75 Ohm to meet the specs (composite video cables are the same thing) and you *might* notice a problem if you were to use a regular audio cable which may not be 75 Ohm.
However, it really sounds like the problem lies in the dvd player's ability to read the disc - either a scratched disc or the player itself is having problems. This happens occassionally on my Onkyo dvd player where it says 'Skipping bad area of disc' (and I am using optical, not coax).
Note also that some discs have some sections that switch between PCM (menus, intro trailers, etc) and DD tracks and each time the signal changes the receiver has to lock on to it and use the right decoder. That sometimes causes small interruptions.