[Simple]

A number of users met an issue where DiagBox shows a small box on the top left corner of the screen, where they cannot continue the installation.

This seems to be authorisation related which does not happen with Windows XP, and there are two ways to overcome this issue:
1- By renaming the Windows user name, then log out and re-log in with the user name and continue the installation; or
2- By creating another Windows user (Administrator), where you log into it to continue the installation.

Here is a video showing DiagBox installation stuck at the described stage and how is it solved:

https://www.youtube.com/watch?v=UgygcCWfm_s

The shown installation was created under the Windows user "DiagBox", there were other Windows test installations created on the system with the same user name, which seems to be the cause of the issue. Hence, another unique user "DBox" was created to demonstrate that the installation will work and the reason is most likely to be confused authorisation.