Sounds to me like there's a problem with the Windows install package accessing
the hardware. Or, perhaps, there's a hidden dialogue box waiting for a
response. Depending on how VB gives you access to the Windows VM, you may or
may not be seeing the actual 'console' of the Windows VM. If you're not seeing
the console, you may not be seeing all the messages the install routine
generates.

Have you checked to see if the application is supported on virtual machines?