Ok I think I figured it out. I had an app called "Fake Internet Explorer" Basically it was an app that had the Internet Explorer icon but then it used whatever your default browser was. I some home narrowed the loading screen down to whenever I'm on the internet and trying to go back to the home screen. So I removed that app.
I use Task Killer,and had that same issue. I use to go in there an set a couple of things, then there it goes, So now i just set it to auto kill on screen off only. No more loading screen for me.