I don't understand your mentioning of "other wireless device". The external disk is connected to a USB port on the TV with a USB cable, I assume.

Anyway, it's annoying indeed. The most probable cause is a minor mismatch between the codecs (video and audio) used to make that movie and the codecs that the TV supports. Then you can get things like memory leaks or other fatal errors.

The easiest way to solve this might be to re-encode the movie you want to see to a format that works better.
When buying a movie online, be sure it's compatible with your TV. If it are P2P downloads, it's just bad luck. There's is not a single guarantee these will work without faults.