If it's happened to you every time, then it's probably a problem on your end.
Possible causes could be:
-Bad internet connection (nothing you can do about this).
-Bad wireless signal, if you're connected wirelessly (move nearer the router)
-Slow computer (turn all the in-game options to their lowest values)
-Old game version (it should say ver 3.0B in the bottom right of the loading screen. If not, clear you cookies and cache).
If none of the last 3 help, where are you connecting from?
Also check you internet speed
against a server in Dallas, Texas, USA [someone said that's where the server is, and no one has corrected them so far].