Are you using a dial-up connection? When I was on dial-up I sometimes had problems getting an entire story to load. I remember my frustration at trying to read "Meet Me in St. Louis" because the entire story wouldn't load. The problem's been solved with a high-speed cable connection.
Also you may try cleaning out your cache. Click on Tools at the top of your screen, then Internet Options. Click on Delete Files, click the little box that says "Delete all offline content" and click OK. That frees up space on your harddrive and makes surfing easier.