I feel your pain. I have a Radeon HD 3650 and in my case I have to wait for more than a minute for the load bar to appear. I've tried all different settings, different drivers - I've even tried replacing the loading screen .tga files and that doesn't help either. It means that, for me MTW is essentially unplayable. I don't have this problem with STW.
-Edit: I didn't see Martok's post, when I was posting this. I'd advise you not to "upgrade" to an 8xxx or 9xxx series Nvidia card to resolve the issues you're having with that one as they exhibit even worse problems. I think the latest generation of Nvidia GTX cards don't have this problem though - but need some more confirmation of that.
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