Typically that's the case with gameguard; the initialization often takes forever. Make sure your PC has firewalls disabled and zonealarm removed altogether.
Also don't open task manager while waiting for anything as when you do so it will consider it as non-responsive and will terminate the program due to temporary non-responsiveness thus keeping it that way.

Also make sure your PC has good enough specs to handle this type of game, and don't run it on/near startup as other programs like windows update and anitivirus updates may interfere with the loader or use all of your cpu's resources causing it to crash and freeze.