Sounds to me like the download worked properly, but the installation is appearing to hang?
Try looking at Task Manager to see running processes that are utilizing CPU just before and then during the point where you click "next".
Do you have UAC and DEP disabled? Any running anti-virus that could be causing conflict, such as McAfee On-Access Scanner?
I have had this issue before and it was caused by McAfee, but eventually the installer was released from scanning and the installation proceeded.
