There are a few factors involved. Most notably, is playback normal through headphones?
If so, either there is a gain issue, a load issue, or a plug problem. Normally, run with the volume at three-quarters of scale or higher, and adjust at the stereo. If the plug has a problem,try pulling the plug out slightly, and see if the sound clears up, or it might be the opposite problem, the plug might not be fully inserted.
If the load is excessive, under 16 ohms, on your stereo, the output might be clipping on the player. This situation is unlikely but possible. Incidentally, dropping out of audio on the Clip can be caused by a problem plug, at it may be shunting one channel to ground. The drop out sound if the protection circuit of the headphone amp.
This protection can activate if you are using a two-conductor (mono) cable, as it shorts the two (L / R) outputs together.
Bob 
