That's expected (well, not the freezing part). The first time you run ProRender, it has to compile shaders specific to your graphics card and drivers. This can take a bit (on my system it takes about 5 minutes). After 30 seconds or so, the status bar should say "this could take a while". It can seem like things are frozen though. If you're patient, you'll see the render begin as soon as compiling is finished, and it won't need to compile again unless you delete your prefs, update drivers, or install a new graphics card.
I've created a quicktip video for Cineversity that highlights this and 4 other "gotchas" with ProRender. Watch for the video on Cineversity, YouTube and Facebook on Monday or Tuesday. (As a preview, the other four gotchas are shader support, bake resolution, scene elements and normals).