You are not advised to be clicking away from the game while it's loading - the game is meant to be played full-screen and given full focus, as it will freeze up if you give other apps priority.
I'm afraid I have no idea with regard to the mouse movement, I've never heard of anything relating to that. The only thing I can think of is that you have some sort of mouse effect in use that is effectively taking the operating system's attention away from the game.
Overall, I doubt there's a lot you can do, unfortunately, other than make sure to just leave the game to process with full focus, and there's very little I can suggest to ease your issues given that it's a very old game and is now freeware. You may wish to try the demos of the newer games as they're significantly faster and would be less likely to suffer from these issues.
Designer of TEW, WMMA, WreSpi, and Comic Book Hero