Press ctrl-alt-del, and pull up the processes tab in the task manager. Scroll the list until you see pahud.exe. Right click, end process. If you see more than one copy (like I have two copies in mine), and killing one doesn't kill the other please kill the other as well. You will be able to install then.
How big are your databases? That's not unusual for large databases, for the first build of the cache, which I guess this will count as for a new install.