AE's default lossless output module generates an intermediate file that is designed for additional post-production use, not direct playback. These files are generally huge, with very high data rates, and very few computers can play them back in real time without stuttering. For more, see this Adobe FAQ [link]: Why is my output file huge, and why doesn't it play back smoothly in a media player?
Changing your media player won't help -- your computer can't read the file from disk fast enough to play it back in real time.
You can use Adobe Media Encoder to compress your lossless file so it will play in real time.
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What Walter says is right on the money. Start thinking about your video projects the way you might think about a printing project, for example. You have your plate (many of which are digital or paper these days), which is used as the master copy. You would never send it out, or have someone try to read it. It is merely the master, from which distribution copies are made.
Along the same lines, you want your master copy of the video purely to be used as the source from which your distribution copies are made. When I'm doing a project, I create my master at 1920 x 1080, Quicktime Animation, Uncompressed, then I create the approval and distribution copies, usually at 640 x 360 and 320 x 180, if the client is putting them on a website. On my i7, with 16GB of RAM, the master stutters and locks up so that I can't even watch it. Even at 640 x 360, with the wrong encoding, you can end up with a file which will stutter on most computers. It's a tradeoff between file size and quality; you want the best looking video at the smallest file size.
Here's a link which will give you way more information than you probably want, but it's an education on a single page: