The setup program for Microsoft Lync will hang on some machines. If you open Task Manager you will see LyncSetup.exe sitting at 25% CPU. This is a known issue. Try downloading from:

For x32 bit Operating System: http://c2r.microsoft.com/oconline/en-us/7577.280/x86/en-US/LyncSetup.exe
For x64 bit Operating System: http://c2r.microsoft.com/oconline/en-us/7577.280/x64/en-US/LyncSetup.exe