Doesn't anyone read manuals these days? It's streaming the data that you don't already have, that way you already have it on your HDD when and if a new area needs it. Then you have to wait for the new area to decompress the data.
Once you've closed the game down use the -image switch at the end of your shortcut and run it. It may take a while but you won't have any background downloading nor decompression to worry about. After it's done, remove the -image switch and play as normal.