You'll see something like this in the window:
[#da5b03 0B/165MiB(0%) CN:0 SD:0 DL:0B]
Focus on this part: 0B/165MiB(0%)
If this is changing to like 50B/165Mib(30%) then it's working just fine, its just being slow. If it is still 0% then you might want to try the download I'm linking below.
Here's a copy of the installer that's on Dropbox, maybe it will go faster for you:
click here. It just depends on how fast your internet is.