Edit: Didn't know I just bumped a 25 day old topic. My bad, maybe the user still has some use for this.
Check your asset files. If they're large, or together large, it will take longer to load.
Try to use smart ways to reduce file sizes. E.g. use tiled backgrounds, or compress your .jpg files better. Also try to use the same assets but in a smarter way, for example a tree sprite, you can flip horizontally, change it's size, etc.
Don't forget about audio files, they can chew up MBs in no time.
Oh, and, delete any unused sprites, files, tiled backgrounds etc from your Construct 2 library.