how do I fix this problem? Also the progress bar is full all the way, confusing me even more.

Did you try quiting and starting it again? Or rebooting your computer? I dont think you'll lose your progress.

Although from your screenshot it looks like it's finished downloading and is now installing itself.when that happens the progress bar can be full because that bar just means "downloading". I think.

It might be waiting for you to provide Admin privileges (password) if you are using a standard, non-admin Windows account.