You may have downloaded a copy protected music file ie. PlaysForSure certified music from a content provider on the Internet. Your GoGear is not a PlaysForSure certified portable device and those PlaysForSure music files will be skipped without playback by the device, please verify the license with your music provider.
Some of those music tracks may be in a format or bit rate that is not supported by the GoGear micro jukebox like AAC or files in variable bit rate may be skipped by the player. (For MP3 the GoGear support 32 –320kbps & for WMA: 5-192kbps with sampling rate 8.0kHz up to 44.1kHz)