Whilst it's running if you Ctrl+Shift+Escape and look to see if TADDaemon.exe or JAupdater (I think it's called that) are currently using CPU cycles, this can be found on the 'Processes' Tab.
Leave it alone! Let the program do its thing. The installer and the patches can take some time because the files are compressed and there's quite a lot of data that needs to be uncompressed from them.