Hello Steve,
After testing this pretty extensively, this is what we have found:
When installing the GL 9.0A (2008.03.07) Service Pack (but not a full product or upgrade) and you are running McAfee anti-virus software, if you elect to install the sample data the install performance may become extremely slow. If this happens you will need cancel the install and temporarily disable the On-Access anti-virus scanning. Then start the install again. Remember to re-enable your anti-virus checking after the install of the sample data completes.
We have not seen the problem with AVG, so it might just be a McAfee issue.
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Andrew Bates