Why don't you just finish watching the movie if this happens so much?
I remember I was able to stop a Blu-ray movie once and continue watching where it left off after a couple days, so I think it's your PS3 screwing you over again, do you beat it every night or something? it seems to have something in for you.
Also I could of sworn DVDs were the same with ads, you were not allow to skip some of them and had to watch them.