You can try increasing the emulation speed to see if it helps with the skipping. Press Ctrl+F12 to increase and Ctrl+F11 to decrease. In DOSBox windowed mode, the emulation speed is indicated on the window title bar as the number next to "Cpu Cycles:", with 3000 being the default. Note that the default configuration has Ctrl+F11 half the emulation speed while Ctrl+F12 adds some constant number (500) to current speed.
Also, what kind of computer are we talking about? While Lemmings 2 is by no means a demanding game, together with the demands of emulation, it is possible that on an ancient machine it may not be able to fully keep up, resulting in things like sound skipping.
And yeah, we're talking about DOS, so even the "sound blaster" option will probably sound a little primitive compared with what you hear on the Mac for example. I mean, you know what Lemmings 1 sound like in DOSBox, so you know pretty much what to expect.
Hope this helps.