Windows – Cygwin hangs/freezes when installing: won’t finish downloading packages

A lot of times this is caused by the user having a roaming profile and tons of files saved in their profile somewhere, especially compounded with a slow network connection.

It's a known issue with a hot-fix available and a workaround.

The workaround is "Enable Smart Card redirection".

See http://support.microsoft.com/?kbid=940458