I had some problems with "Requiem for a Falling Star" in season 2, but I exchanged it for a new set, and the new set played fine.
On season 3, I had a few problems with "Mind over Mayhem," but I never bothered to exchange it because I don't like that episode that much, and all the other episodes played fine. And no problems with the bonus "Mrs. Columbo" episode (what a relief!).
No problems with season 1 or 4 for me...I still haven't had a chance to pick up season 5 yet.