Problem installing Aug 2006 DirectX SDK

The problem is totally weird. I spend half an hour downloading the bloody thing and when I run the installer, the initial progress bar gets to 3 blocks then goes back to zero.

"Weird" I thought, then tried running it with my anti-virus software off. Then again with my firewall off (don't worry, I ipconfig /release *'d first :)). Still no luck.

If I watch it in the task manager's process list, it's memory usage shoots up and up and up... I haven't let it go higher than about 300 MB before I kill it.

What the hell's going on?
Oh and yes, I've tried downloading it again and tried installing previous version - no luck.

Sometimes I get this problem when installing the DX SDKs. Usually, if I just leave it alone, it keeps trying and it gets past this problem and onto another installation stage though it can take a while. I'm not quite sure if there is some way to fix it however.

Hmm ok I'll try leaving it for a bit longer.
Remember, if it kills my PC, I know where you live.

Hey whaddya know, it seems to be working.
Seems to be.

EDIT: Yay.

Yes some of the d/l take forever to install and I, too, am unsure of the reason. The only thing I can say is it may be attempting to determine your DirectX version by parsing known DLLs or something. As of yet there is no standard way to determine what version of DirectX you have. You can check MSDN for the reason why they did it this way.