I have that problem too at times. Im not totally sure whats going on, but I believe that the vibrations are so great, that the whole head unit is vibrating which vibrates the CD and makes it skip.
I think it has to do with frequncy. My box's tuned pretty high and the kind of bass it produces is very "hard" sounding - more like a punch. I also noticed as the frequency changed, different parts of my car rattled lol With some bass, the trunk would vibrate, with others it would target the mirror and trunk would be silent.