It will always load up fine (provided graphics card, updates and everything is in order)
This is becasue the game starts up and downloads on port 80. this port is your computers connection to the world on the internet, all web browsing, downloads etc go through port 80.

Other programs like messengers, games, torrent clients etc will use ports 1 - 55000.

Software you have to protect your PC will get in the way of those ports. The biggest and most annoying program in the world is Norton Anti Virus. If your new to computers and you have this on your computer you may as well kill yourself now.

For everyone else, its probably a firewall of some kind, or system manager like system mechanic or windows firewall that is "protecting" your computer by blocking Star Legends. And, even when you close it if you Ctrl-Alt+del or run task manager you will still see it there.... protecting you..

Step 1. If you have read everything else and got to hear and nothing works, is to find out what program is blocking your ports and Google search "How to stop ****** from running at start up." or if your a kid, just ask your dad to fix it and you'll get him a beer from the fridge!