One Word:
Preloader.
Its not difficult. Heck, newgrounds even gives you a bunch so you dont have to make any yourself. Check out the download section.
Plus, you really need to work on your image manipulation. For example, the buttons look terrible and the basket ball obvious had a white background in its original picture. These are things that can be easily avoiding by spending a little extra time on them.
Also, when you are making buttons from text (ie. the retry button) make sure the "hit" frame has an object that encompases the all text and is not just the text itself. In other words, instead of having someone click on the actual letters there are able to click on the spaces between them as well. Its a lot more intuitive and is extremely easy to do (just draw a rectangle round the letters).
All in all its an ok effort but still has many blam-worth qualities. I look forward to your future work.