Hi Sheik,
Few questions:
1. did you uncaz the patch, then unzip the zip file that the .caz file delivers?
2. did you right click on "setup.exe" and select "run as administrator"?
3. there should also be an install log for the patch in the users temp directory which may give some additional info - does that file exist at this point when it gets stuck?
4. was this system running properly prior to installing the patch?
5. also was there anything in the windows event logs?
Let us know,
Jon I.