keeps poping in your screen, after the loading of the initial first two videos, here's the answer to your problem:
Edit the shortcut of the game on your desktop and change the Target: field to read:
“C:\Program Files\Age of Mythology\aom.exe” xres=800 yres=600
where xres and yres are your horizontal and vertical resolution of your screen.
This should solve your problem. If not, have in mind that it's probably something going on with your resolution. If it is too high, the game won't be able to properly load. Age of mythology has a standard list of supported resolutions that it works.