I have a new bike (900 miles) with 105 10-speed shifters, a compact double in front and an ultegra rear derailer. A few rides ago, my chain would come off after going from the small to large front chainrings. I adjusted the front drailer and all is fine, until this mornings ride. I noticed the bike seems to skip a gear going trying to go into the 3rd largest gear in the rear. All the other gears seem to be fine and I am not noticing any new noises. I am new to STI, any suggestions on how to proceed?

Probably just a slight adjustment will fix it and leave everythign in line. Sometimes if it is close, only one or two cogs are effected by a cable tension that is slightly off. Is it skipping that third cog going up, or going down, or both? If the slight adjustment of cable tension doesn't do it, also check to see that there is no damage to that cog (bent teeth etc) and that your derailleur hanger is alligned properly. (It should be perpendicular to the ground)