There are a lot of videos for which WMP will not forward within a chapter. In many cases it simply starts over. Sometimes it works and sometimes it does not.
im not sure how you are trying to skip forward throught the videos in WMP but i assume you are using the scroll bar across the bottom.
There are two ways to skip throught a video within WMP
1) using the seek bar when playing back
2) clicking and holding the "Foward Button" looks like >>
Sometimes I'm watching a wmp production on line. I may be at a woodshop site. Sometimes I'm running a video I got with a new tool. The proprietary videos are the worst.