I download the file called

Question

I download the file called msgr8us.exe in yahoo messenger site. I open the file then I chose custom install because I only want to install yahoo messenger not with yahoo toolbar and etc. I only selected the yahoo messenger option. Then the download process begins. It says downloading yahoo messenger but I'm wondering because the percent progress is not increasing. It stays in 2%. Is my firewall affects the installation? AND NOW FROM 2% IT JUMPED TO 100% AND STAYS THERE NOW FOR ABOUT 10 MINUTES AND I CAN ONLY SEE THE CANCEL BUTTON BUT IT SAYS 100%