Agreed that you have network issues...
Only the latest model of Airport Express supports 'n' wireless - it was released in March 2008, so if you bought it after that, it's 'n' capable. Otherwise, it's just 'b/g' capable.
Assuming for the moment that the Airport Express is 'n' capable, and both the serving and receiving computer are 'n' capable, there's still plenty of potential for video streaming across a wireless network to stutter.
You haven't said anything about the size of the files you're attempting to stream, but even 'n' wireless isn't all that fast. A really fast 'n' setup MIGHT reach real-world speeds of 50mbps, but that's pretty rare in my experience, and it's a LONG way from 'n's theoretical 300mbps transfer speeds.
Remember also that even if you have only 'n' capable units involved in a file transfer, the presence of a single 'b' or 'g' device on the network knocks the ENTIRE network down to the speed of the slowest device. Thus, having one Nintendo DS with 'b' networking connected brings all those nifty 'n' devices you paid for down to snail-speeds.
I finally decided to buy an additional Airport Extreme to run exclusively 'n' for this reason.
Long story short, moving large video files is EXACTLY the kind of thing for which wired connections are recommended.