Ok, so I burned a cdr with Nero Express in cd/mp3 mode at the slowest speed my burner would go (12x). And it's still skipping.
I put it in my girlfriend's Philips Expanium, and it works flawlessly.
Now, the Samsung player is rather old (it's, oh, 3 to 4 years old), but it still puzzles me that whatever disc/burner/speed/voodoo ritual combination I've tried in it skips. I'd write it off to a defective player and replace it with one of those €25 cheapies instead (until I can get a good hard disk player), but there's gotta be something else I can do. I mean, I seem to be the only one who has trouble getting it to work