What counts as larger depth? Remember that these trees grow exponentially, so if you have 3 options on the first choice, you have 9 when you're 2 deep, 59049 options to check when you're 10 deep, and so on. Another possible reason for things to slow down drastically is if you start using the page file; that is if you're storing your whole tree and suddenly run out of Ram once you get to a "larger" depth. You can probably hear that, or see the blinking hard drive light, if that's contributing.
Your best bet is to get some feedback; get it to print out a new number every x thousand options it checks, so that you can find out instead of guessing at whether it's still trying and how far it has to go. Once you know what it's doing and assuming it is just munching through, look into something like alpha-beta pruning to prevent the tree from growing as quickly.