Mercurial Windows Python installers hang & crash on virtual server running Windows Server 2008 R2 Standard SP1

[Jason Sachs]

I have a virtual server running Windows Server 2008 R2 Standard SP1. I
have successfully installed TortoiseHg, Java, Python, and several
other programs.

I have tried installing both the Windows Python installers for
Mercurial (both the "Mercurial 2.5.1 Python 2.7 package - x64 Windows"
and "Mercurial 2.5.1 Python 2.7 package - x86 Windows"), and both hang
and crash when the install goes to start. (when the install wizard
says "Ready to install" and I hit the "Next" button) The installer
finds the correct version and location of Python (2.7.3 in my case; I
have both x86 and x64 installed).

Any idea what I can look for to figure out what's going on?

--Jason