From the look of the screen shot. It is not the download stage, but the installing stage that it "freezes" at.
I got this problem trying to install on Windows 10 from the DVD edition. It appears to just take a very, very, very long time to install. I let my DVD installation run for over an hour and it did not move past the 21%. Then I imaged the DVD onto my HDD and installed it from there. Once again it stayed at 21% and I could see my HDD light running solid (thrashing). Doing what I do not know. I left the PC for about 30 minutes and when I returned, the game had installed successfully.
In conclusion, it looks like the hanging on 21% is actually doing something, but taking an obscenely long time. It would be interesting to note how long a DVD install would take.
Please note, I installed the game by running a.exe and I had set it up to have compatibility options set to Windows XP Service Pack 2 and run as administrator.
