In the middle of this movie, 2 couples (criminal couples?) are on vacation together... they have to get to another city quickly and they have an option to get there by yacht, which they choose to do... while on their sailing trip they run into a fierce storm and there is a lot of action in this scene...

Is it a recent movie? Perhaps The Wolf of Wall Street? There is a part where the characters have to get somewhere quickly, and decide to go by yacht through a terrible storm...
http://www.youtube.com/watch?v=DE2RA08Oq_M