Buffering usually indicates that there is a drop or fluctuation in the internet speed going into the VUDU box. For example, if you are watching an HD movie and the internet speed drops below 4mbps, the movie will eventually catch up to the point that is downloaded, stop playing, and give a message indicating that it is buffering. If you see this message, you can try running a speed test on your computer at www.speedtest.net and see where the speed is being measured.
Please note that you might see this message during peak hours. If this occurs often, you should contact your ISP to run diagnostics on your internet line.