It would help people to better assist you if you could tell us about the computer you are using. What is your CPU speed, how much RAM do you have, and how much free Hard Drive space do you have? What version of Windows are you using? When you look in your system tray (next to the clock) are there other applications running there, and if so, what?
The installation of Hal could fail for an of a number of reasons, such as not enough Hard Disk space, not enough system resources, or an older version of Windows.