are you translating your sequence with the standard code or the invertebrate mitochondrial code? If is the former you might be finding a UGA (stop in the standard) which corresponds to a TRP in the Inv. Mito. code. http://www.ncbi.nlm.nih.gov/Taxonomy/Utils/wprintgc.cgi#SG5

1- Chick for the use of " invertebrate mitochondrial" codon translation.

2- If it is still present,your primers may be amplifying some nuclear copies of the mitochondrial COI ''NAMTs''.In such case, use other COI primers in diferent region, or even change your target to NADH for example or to the16srRNA. Anyway, better to review the literature to know the marker gene with an evolutionary rate that better suits your objectives in this case..

Stop-codons in Cox1 sequences are usually the sign of pseudogenes amplification. See the first attached publication. The fastest method i found to check for stop-codons is to screen the sequences with the genome browser Artemis (it takes less than a second per sequence).

Be careful to select the proper genetic table (Table 5 Invertebrate mitochondrial).

If i understand your second question properly, you want to know how to avoid them ?

Article Mitochondrial Pseudogenes Are Pervasive and Often Insidious ...

Article Artemis: Sequence visualization and annotation