In some situations you may experience a message from PageProof which says "Hang on a sec, this won't take long" when you open a proof. If this goes on for more than a minute or so, then here is something you can check.
Do you have enough free disk space on your computer? If you open up "My computer" and right-click on the Local Disk (C:) drive icon (on the left of the file explorer window). Choose Properties.
Your free space should be more than 2GB. If it is less than this, you will have issues opening proofs - and a number of other non-PageProof related issues too!