You can jump to any scenario within the episodes to retry for gold, no worries.
The slowing in between scenes happens in every version of the game, even on a PC with the highest specs, so don't worry about that. I personally would recommend buying the game on the PS3, because playing on the keyboard and mouse as opposed to the controller isn't really that great. I've played both ways and the PC controls are pretty lackluster, there are only a few buttons to press and the whole game seems a lot simpler.
On the other hand, if the game is running smoother on the computer, I would go with that, because I've heard its pretty rough on the PS3.