Also post your specs and what you're running in the background. You might have something running that's hogging resources. I've not had any problems with loading the game up at all yet, but my machine is pretty beefy:
Operating System: Windows XP, Version 5.1.2600
Processor: Intel® Core™2 Quad CPU Q6600 @ 2.40GHz
Memory: 4.00 GB DDR2 Corsair Dominator
Video Card: EVGA 896-P3-1255-AR GeForce GTX 260
Sound Card: Sound Blaster X-Fi Xtreme Audio -Ditgal/Optical