First off....

1. Make sure the bsp is in the DM folder along with the other files for your map.
2. The fact that is shows a LOADING Icon flashing is only because it is being loaded for the first time and the computer must decide on what script to access, and partition the correct files, etc.
3. The answer to your question is when the game stops almost cerianly there will be a group of error messages there. YOU MUST post these messages of errors you get so I can evaluate your situation.

Let me know these thinks and I can help.