Rear Derailleur Probs

Heya, I'm new to mountain biking and I just got Hardrock Sport 2008 last week and I'm already having probs with it.
Been riding it to work every day and done only a few dirt trails but when im in the 7th and 8th cog the chain often gets guided off the pulleys on the rear derailleur then gets caught up, then gets unstuck and the pedals kinda "slip". I don't feel safe when in those gears as it does it very often, usually every few seconds when pedalling hard. I've cleaned the pulley wheels and adjusted the derailleur so it slides in/out of each cog perfectly, but when pedalling it still "slips".
Every other cog works perfectly though.
Any suggestions on what to do?
Been riding it to work every day and done only a few dirt trails but when im in the 7th and 8th cog the chain often gets guided off the pulleys on the rear derailleur then gets caught up, then gets unstuck and the pedals kinda "slip". I don't feel safe when in those gears as it does it very often, usually every few seconds when pedalling hard. I've cleaned the pulley wheels and adjusted the derailleur so it slides in/out of each cog perfectly, but when pedalling it still "slips".
Every other cog works perfectly though.
Any suggestions on what to do?
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VOODOO CANZO
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It happens with the smallest cogs and any of the chainrings. I ordered the bike off the internet so i can't get a free tune up. I've already spent a lot of time adjusting the deraillers using the park tools guide to the point that they shift quicker and more silently than when the bike first arrived though
If i turn the bike upside-down so i can pedal it with my hands and watch, what i notice is then chain coming off the lower guide pulley and getting stuck between it and the cage, then as i continue to pedal it kind of gathers a load of slack in the chain, then lets it all go making the pedals "slip"
If i can't get it sorted out myself I'll take it to a local shop and see what they can do, but I want to try and do it myself first, I don't have much money to throw around yet. Not until my student loan comes anyway >.<