Viscous dissipation in highly anisotropic confined liquids is at the moment heavily debated due to conflicting results from different experiments. We report molecular-dynamics simulations of such confined liquids in a geometry mimicking atomic force microscopy experiments. Using a novel approach based on the analysis of force fluctuations and the fluctuation-dissipation theorem, we extract the damping coefficient for the normal motion of the tip. Our results reveal the existence of peaks of excess dissipation at intermediate gap widths between n and n+1 molecular layers, in agreement with recent experiments. The observed correlation between these peaks and the decreased order in the films provides a microscopic interpretation of these experimental results.