WHY DOES MY WINDOWS MEDIA PLAYER STOP IN THE MIDDLE OF SET-UP MODE?

The problem can often be caused by having your Internet security settings too high.  Really, any setting above medium may restrict audio transfer.  Another possibility is that your temporary Internet files may be full, and this could contribute to set-up problems.  A simple procedure would be to re-set your security settings to medium (many times the default security setting), and to empty your temporary Internet files.  This can be done by the following:

On your browser menu, click on tools, followed by a click on Internet Options.  Click on the Security Tab, then adjust the security level for this zone to Medium.  Now proceed to click on the "Apply" button.  You can also empty your temporary Internet files before exiting by selecting "Delete Files" under Temporary Internet Files.  As a last option, try "refreshing" your browser before attempting to re-start the player.  Also, it is always good to re-start your computer to be sure your adjusted settings are in place.