Ensure that oleaut32.dll is version 2.40.4518 or above. Note that there can be multiple copies of the file oleaut32.dll.
If the version is older, installation may hang on Windows NT while registering one of the DLLs. This hang occurs because of Microsoft's known regsvr32 problem with silent registration.
The workaround is to terminate teh regsvr32 processing using Windows NT Task Manager. Terminating this process allows the installation to continue. You can register the DLL later by executing the following command from the command prompt
C:\> regsvr32 ORACLE_BASE\ORACLE_HOME\bin\OraOLEDB.dll