I got the Collector's Edition today and i've found that at some load screens, it loads forever and doesn't get anywhere. It took me 3 attempts to get beyond the opening cutscene and just now, it stopped at the load screen after the room where da white wimminz gets dragged away. Is this happening to anyone else because it's making this game so annoying.

Which version have you bought (PS3/X360) ? Have you installed the game on HDD ?  Has the disk any sign of scratch or something ? 

That is an unusual problem sine I have finished the X360 version almost twice , played co-op and mercenaries mode without experiencing a single bug/ error .  None of the loading screens in X360 version [ installed on hard drive ] are any longer than 5-7 seconds .Some of them are even less than 2 seconds !!!!
I heard the PS3 version got some issues though .