This is a problem that happens on a very few Windows Me machines when installing Pretty Good Solitaire version 6.1.2 or earlier or FreeCell Wizard. The install is not actually frozen, it is just taking a very long time to find the backup directory. If you wait for a few minutes, the install should continue. This problem is fixed in Pretty Good Solitaire Quest Edition version 7.0.0 and later.
If you are having trouble determining what programs are running, you can get a list by press Control-Alt-Delete ONCE (twice will reboot the system).