In tutorial 2,3 and 5 I get thrown out of the game just as it finishes loading the map. Does anyone else have the same problem, or any clues to whats wrong?

It is something strange - we have never heard such a problem. Please, e-mail to vadim@wargaming.net:
1) this short description
2) "ma.log" file from the folder where Massive Assault is installed - right after the game crashed in described case (i.e. run 2,3 or 5 training and attach this file right after crash before launching the game again)
3) "dxdiag"-file - Run "dxdiag" and save the information about your system into some file, then attach it.

He should help you.