We analyze the operating regimes of a very small optical dipole trap, loaded from a magneto-optical trap, as a function of the atom loading rate, i.e., the number of atoms per second entering the dipole trap. We show that, when the dipole trap volume is small enough, a "collisional blockade" mechanism locks the average number of trapped atoms on the value 0.5 over a large range of loading rates. We also discuss the "weak loading" and "strong loading" regimes outside the blockade range, and we demonstrate experimentally the existence of these three regimes.