On a Windows Server with RDS feature enabled, you might encounter an issue with Windows Update Coordinator being stuck at "Please wait while the application is preparing for the first use" during a program installation. This problem is very easy to resolve with Group Policy Editor (either locally through gpedit.msc or Domain Group Policy).

Navigate to Computer configuration > Administrative Templates > Windows Components > Remote Desktop Services > Remote Desktop Session Host > Application Compatibility and enable the setting "Turn off Windows Installer RDS Compatibility".

After installing the program, I would recommend re-enabling Windows Update Coordinator by disabling the GPO setting or leaving it at "Not configured".