It may be that the UI is not responding, but the setup may have continued. I'd check the installation log (in %appdata%\Microsoft\MSCRM\logs ) to see if the setup had progressed past this stage.
It may be that the setup is taking this long - this is possible if you have a very large database, or tables with a large number of rows. You can use SQL system stored procedures (I use sp_who2) to see if there are any active SQL connections from the setup
program
Microsoft CRM MVP - http://mscrmuk.blogspot.com/ http://www.excitation.co.uk