Sure, these are the suggestions I found trawling bnet forums, and in no particular order:
Make sure you're running in admin mode, or run the install in admin mode via right click properties
Make sure that secondary login is not disabled: Control Panel > Security > Admin Tools > Services > Secondary Login > Properties
Then Disabled to Automatic
Run task manager and stop the agent.exe program (i found it only runs once you establish the instalation process after the agreement is done)
Restart PC
Change the install location from program files x86 to program files
Update Graphics driver (only needed for once it's fully installed in order to play it, but you might aswell get it over and done with)
Make sure you're using the corrent service pack (XP will need SP3 for example)
I've forgotten a few but you can find them with a good bit of googling.