-You guys need to check for your graphic card drivers. (Make sure their up-to-date)
-Do you guys have directx9.0+?
-Did you set your graphic settings for Combat Arms to high or something?
-Did you buy a really really really bad, cheap, wooden computer?
-Are you guys downloading while playing Combat Arms?
-Are you sharing internet?
-Are you guys playing from Europe, etc? (Try another IP)
-ETC
Well my average loading time is 1sec-2sec.
Hope I Helped pin-point your issue =). Thank me