Loaded questions are like loaded guns... they're dangerous and need to be handled carefully. Using them in an argument is a tactic that typically breeches the ethical rules of debate. They can either be tricky questions that back a respondent into a corner (similar to Begging the Question) or they can occur when an arguer barrages his/her opponent with a rapid series of questions. This forces the respondent into an overwhelming task that requires nuanced response(s).
Example: Have you stopped beating your dog?
(The question implies to everyone that the respondent has been beating his/her dog. If the respondent chooses to answer this question (I wouldn't), it gets trick. A "yes" answer is an admission that the respondent did, at some point, beat his or her dog, and a "no" response is an admission he/she is STILL beating his/her dog. For this to be made right, the ridiculous question needs to be split into (a) Have you ever beaten your dog? and (b) if so, have you stopped? before being responded to.)
Example: Asked in the checkout line at a department store:
Cashier: Would you like to help save the children by donating $1.00?
Customer: Well...
(This trick comes in the form of a loaded question. When phrased this way, donations skyrocket because who wants to say "no" and appear to not want to help "save the children"?)
Example:
Girlfriend: Do you think she's pretty?
Boyfriend: Uhhhhh...
(Do I need to explain the loaded aspect of this one?)
Example: So, do you think that Bigfoot exists? Do you think that others think Bigfoot exists? If so, what about the Chupacabra? Do you think the Chupacabra exists? Nessie? Can Nessie exist but not Bigfoot? You haven't seen a Bigfoot, so how can you make that claim? Have you seen Nessie? Do you believe in unicorns? What would you do if you saw a Bigfoot riding a unicorn? If unicorns are real, and you get proven wrong, will you renounce your belief in Bigfoot? If you don't think Bigfoot exists, how do you explain the 1968 video? Why?
(Imagine this barrage of questioning coming at you verbally... good luck answering that thoroughly without double-speaking or forgetting what you're answering.)