I'm thinking you are either getting errors or you don't have much RAM on your computer (for all the processes that you have running). RA2 doesn't take much RAM but it becomes a problem if the game updates less than 20 FPS.
To further identify your problem, we are going to need more information.
When you click F9, what is the average FPS listed when experiencing problems?
Do you have problems with all or some AI/Arenas?
Have you installed anything besides DSL? (if you don't have DSL installed, this topic will be moved to the appropriate section)
Does restarting the computer help?
Did you download a Ready-to-Go version from someone's sig or did you patch it yourself?
If the latter, are you using the downloaded or CD version of the game?