my experience is limited but some things to consider are:
1) delete all previous animations before playing the next one. the more you have loaded and on the ready, the worse performance will be. generally, each time you load an anim (while keeping previous ones) you'll cut your fps performance by about 1/2, or worse). i've experienced the same "sound continues but the picture stops " issues and this helped.
2) i dunno how big your anims are but make sure you anim is fully loaded before trying to play it. generally, call the load anim command, wait a second (1000ms), then play it. don't depend on a "if
animation exist" check to know if it's loaded up and ready to play; give it time to full load and set itself to play.
3) flushing video memory may help.
you'll find DBPro's support of animations is seriously lacking for the potential it has. it's probably best used for cut-scenes, etc, where timing isn't crucial. playing to image (and/or texturing objects with them) is nice but if your animation is anything but small, it'll cause grief.
you probably can achieve whatever your desired results are, within reason, but they can be very finicky and require a lot of attention.
if you have some video examples you can share and some code you're working with, you're more likely to get better advice on the issue.
good luck
Virtual Nomad
AMD XP 1800+ (~1.6 Ghz) / 1.5 GB RAM
ATI Radeon 8700LE 128 MB / Windows XP