Just turn up the weight on the arm slowly bit by bit till the problem stops. The weight should have numbers on it - set it at 2 and increase it. You will have to stop the record playing each time you increase the weight. Also look around to see if it has an Anti-skate control, if it has again increase that in stages. It's all down to trial and error setting up a turntable, there's no correct way and it depends also on the records too and quality of them.