Stoping a patch might cause corrupt the installation, requiring that you to un-install, and re-install Trainz.
Your antivirus should be turned off when installing Trainz, as well as when installing the patch.
You should not use you PC while the installation and patch is going on.
You should not try to test run a train, prior to patching.
Installation and patches are best done overnight, while you are sleeping, leaving your PC completely undisturbed during all installations.
Click YES Install, to all installation questions posed.
A patch may seem stalled, but it is actually silently doing alot on your PC.
I stress: You should not even touch your PC mouse or keyboard during the installations.
A patch may take several hours, or up to many many hours.
If patching beyond 44088 see:
49933 has compatibility mode, 49933 is the standard non-Multiplayer patch.
49938 is the one that doesn't have compatibility mode. 49938 is the Multiplayer beta patch,