Installation hangs every time!

[crh]

I have a retail version of GTA IV which I am attempting to install on my Windows Vista (Ultimate Edition) PC. During the installation it gets to the screen with "Installing Games for Windows - LIVE components..." and then it just hangs there and doesn't finish. I have let it sit there overnight and it never completes. I can't even cancel it, it just sits there. I have to actually CTRL-ALT-DEL and kill the process that way to end it. I have tried re-installing it 3 times and it always gets stuck at the same screen. This includes going into "Program Files", finding the files it did install and deleting them to make sure it's a fresh install. I have tried running it under the Administrator account but get the same thing. I got on the web and downloaded and installed the latest version of Windows - LIVE and that completed successfully. My hope was that the GTA install would be able to skip this step since I alread installed it, but it does not - it still tries and still gets stuck. It does not add the game to "Add Remove Programs" in Control Panel (should it?). It does put the Rockstar Social Club icon on my desktop, but if I try to launch it I get an error "Application failed to launch. The application you are attempting to launch no longer exists. Please re-install the application or contact support at http://www.rockstargames.com/support" That site doesn't seem to be much help, though. Any thoughts? I paid good money to get a legitimate copy of this game and I can't even install it!