Why does playing videos/music from websites lag my internet connection?

[crazyninji]

Whenever I play a video or some music off of sites such as imeem, veoh, megavideo.. etc, everything that uses the internet connection starts to lag except for the video/music that is playing and the lag doesn't stop until the video completely finishes loading. How can I fix this problem?
Also I do not have slow internet, it is 5 mbps and my comp has 4 gigs of ram with a quad core processor.

[buggyrules2007]

Your internet connection mite be too slow, The video could have problems, U mite have too much stuff running at the same time.