The error is a known problem caused by pressing Ctrl+Alt+Del while the game is loading in fullscreen mode. See this comment for more info. This is a fairly uncommon bug, as it only affects certain versions of Windows with the game running in fullscreen and the user pressing Ctrl+Alt+Del while a map is loading.
There are numerous workarounds to return to the desktop, in order of preference:
- Press Alt+Enter to minimize the window,
- Or press Alt+Tab or the Windows key,
- Or press Ctrl+Alt+Esc,
- Or set the game to run in windowed mode instead of fullscreen,
- Or press Continue to close the error windows and continue loading the game in windowed mode,
- Or simply wait patiently for the map to load without touching anything :)
Because there are so many workarounds for this uncommon bug, I don't consider it a priority to fix.
As far as how long it takes to load a map, I think it has been mentioned many times that you should try generating a smaller random map or a scenario instead, if you find the maps take too long to load. Most maps will load within seconds, not minutes, on a decent system.
If you find a particular map is worse than others, please name the map, and try different settings to determine when it fails or succeeds loading. Part of a useful bug report is providing us with as much information as possible.