It could also be low voltage causing the skipping. Especially if you have a high-powered sub amp and sucking a lot of juice. it's actually pretty rare that a subs vibrations would make a cd player skip, it is usually caused by voltage loss leading to a weak laser reading the cd. That's a pretty hi-end deck, it shouldn't have a problem with skipping. I bet your voltage is dropping below 11.5v when you crank it up and the subs hit.
I had a similar problem with low voltage due to the size of my amp...but my deck just turned on and off. It didnt just skip. Does it seem that the headunit dims/turns off and thats what the skip is...or is it actually skipping?
No, its just plain skipping. Sometimes it does real bad, but then sometimes it doesnt skip at all. I'm thinking that its the voltage like buickfreak was saying. How would i fix that? I used a wire harness so its hooked to the stock wires, could that cause low voltage?
How big is your amp? That might help us determine if it is a voltage problem. High output alternators can be expensive, especially if you can't install it yourself. I would exhaust all other means before considering a different alternator, just my opinion.
I am no expert at all, but I don't think a new battery would solve the problem if it is in deed due to low voltage. The alternator can only replace the lost power so fast, so it would seem you wouldn't need a new battery unless you also replaced the alternator with a high output model for your car. Again, not sure but it seems logical :)
Try the methods that others mentioned with regard to bracing the head unit first. Or at least remove the front panel of your dash and try holding the unit firmly while the bass is turned up with the car running (hopefully not while driving). This may help you determine if it is due to the vibrations from the bass or if it is caused by low voltage. Keep us posted.