The only times I've actually had that problem were when my computer's memory resources were running low or there was a lot of downloading going on and the game file was large. So pretty much it's a resource thing. Either wait for it to load, stop other processes, or restart your computer.
Maybe your not letting it save enough space to your drive. Right click the game and go into settings, it should ask you how much information you allow armorgames to store on your computer and how much it already stores, maybe you should increase how much it can store to fix the problem.