Well, this could be many things.
If you could please specify some more for us, it'd be helpful.
Do you only have character texture hacks? For me, bad character textures only freeze when I enter a stage, not when I load a stage. Have you downloaded any Stage hacks as well? Check them.
Another important thing: Do you have the File Patch Code saved as a .gct file on your SD card? You need to have that code on there if you're going to join the hacking scene.
Posted here for convenience:
File Patch Code v3.5.1 (NTSC-U) [Phantom Wings]
* E0000000 80008000
* 225664EC 00000000
* 0401BFE0 4858BE20
* 065A7E00 00000070
* 38A00067 38810020
* 3CE0805A 60E37C18
* 4BE52531 38A0007F
* 3883FFE8 38610020
* 4BE52521 38A00068
* 60E47C18 38610020
* 9421FF80 BC410008
* 38610088 4BA74DB9
* 7C7C1B78 2C030000
* 4082000C 38210080
* 4800001C B8410008
* 38210080 4BE524E5
* 38610008 4BA742E1
* 7C7C1B78 4BA741E8
* 040223E0 48585BC0
* 065A7FA0 00000028
* 80010044 3C608001
* 6063581C 7C001800
* 4082000C 7FDDC850
* 3BDEFFE0 93DB0008
* 4BA7A424 00000000
* 0401CD0C 4858B1F4
* 065A7F00 00000038
* 2C030000 4182000C
* 4BA7DD51 4BA74E04
* 80780008 2C030000
* 41820014 8118000C
* 7C634214 7C7B1850
* 48000008 8078000C
* 4BA74DE0 00000000
* 043EE9D8 48000014
* 043EEBD4 48000014
* 043D8B9C 48000018
* 043E9B4C 38600000
* 043E9D38 38600000
* 043D8C80 60000000
* 80000000 80406920
* 80000001 805A7C00
* 8A001001 00000000
* 045A7C10 2F525342
* 045A7C14 452F7066
* 80000001 805A7B00
* 8A001001 00000000
* 065A7B10 0000000F
* 2F525342 452F7066
* 2F736F75 6E642F00
* 041C6CE0 483E0D20
* 065A7A00 00000028
* 9421FF80 BC410008
* 3C60805A 60637B1F
* 4BE52931 B8410008
* 38210080 4BE52995
* 4BC1F2C4 00000000
* 065A7900 00000078
* 9421FF80 7C0802A6
* 9001000C BC810010
* 9421FF00 7C872378
* 54B2BA7E 7CD33378
* 38800000 9081000C
* 90810010 90610014
* 90810018 3880FFFF
* 9081001C 38610020
* 90610008 7CE43B78
* 38A00080 4BE529F5
* 38610008 4BA752A1
* 60000000 80210000
* B8810010 8001000C
* 7C0803A6 80210000
* 4E800020 00000000
* 043E399C 481C3F04
* 065A78A0 00000010
* 80BC0020 7CA59214
* 3A400000 4BE3C0F4
* 043DBAEC 481CBDE4
* 065A78D0 00000018
* 800302A4 2C130000
* 41820008 7E609B78
* 3A600000 4BE3420C
* 041CDF7C 483D9884
* 065A7800 00000098
* 818C0014 9421FF80
* BC410008 3D009034
* 61089D94 7C034000
* 4082003C 7C882378
* 3C60804D 60630000
* 3C80805A 60847B00
* 7CC53378 38C04200
* 80E40080 2C070000
* 40820014 60000000
* 480000B9 2C030000
* 41820010 B8410008
* 80210000 4BC26724
* 70A501FF 3868FFFF
* 3C80804C 6084FFFF
* 7C842A14 38A04001
* 38A5FFFF 8C040001
* 9C030001 2C050000
* 4082FFF0 B8410008
* 80210000 4BC2670C
* 141CCF90 483DA770
* 065A7700 00000048
* 9421FF80 BC410008
* 7FE3FB78 3C80805A
* 60847B00 38A00000
* 38C04000 480001E5
* 90640080 807F0008
* 907A0014 907A005C
* 907A0074 B8410008
* 80210000 807F0000
* 4BC25854 00000000
* E0000000 80008000
You should have two folders on the root of your SD card for Brawl hacking. (Of course you can have more, but these two are required to do anything Brawl-hack related)
These two folders are:
F:\codes
AND
F:\private
For the codes folder, you must have your .gct file in there for it to run with Gecko.
As for the private folder, that will hold all of your files for Brawl and other wii files.
Character textures should be placed under: F:\private\wii\app\RSBE\pf\fighter\(Name of fighter)
Stage hacks should be placed under: F:\private\wii\app\RSBE\pf\stage\melee
I hope this helps you, if not, please answer all the questions above and I'll see what else I can do.