The lack of progress bar is fine. How long this takes to load (if it even ever does?) is not. I've been waiting over an hour and it's still not loaded. Which means this game is either badly tested and it froze (at the very least it should work on both Firefox and Chrome) or, more likely, it is entirely too large in filesize. Possibly both.
If the game is too large in filesize, most likely is because you've put way too many high quality music files in and/or thrown in huge video files into the game, and maybe both. You need to strip down the quality of audio files, and for video files either severely reduce the quality and length or just remove them entirely.
I cannot give a good rating to something which takes such an inexcusable time to load, and likely is also a big bandwidth abuser. Just because Newgrounds allows you to upload huge game files doesn't mean you should.
If I try this at a later date and this has been improved, I will adjust score and rating accordingly.
Ask yourself, would you give something higher than a zero rating if it wouldn't even load and you had been sitting there hours?
--edit--
Now that you've added a progress bar I can give more useful feedback. The game loads to about 80% or so and then it just gets hung. Please fix.
--edit2--
After being frozen and reloading a couple times the game finally loaded. Seems the loading progress bar will be necessary for people to know if the game just got stuck loading or if they should still wait. Can finally play the game now. Rating adjusted.