When the "Please wait" message shows, leave it. It may take time to complete. And uncleV is correct; some of the available options in the user session of bleachbit need root permissions. Test the options one at a time to discover which these are.
Neal, for some reason "Please wait" takes far too long this end. I've left for as long as 15 minutes and it fails to complete. In Root it only takes about 5 minutes maximum.
This afternoon I have run Bleachbit ticking each option one after the other one and it has worked perfectly leaving "0 files" to be deleted. I'll try all the options together again, in a few hours time, and see what happens. Of course, I am not clearing every file leaving Firefox/Thunderbird passwords and System Memory unticked. The latter is experimental and may cause problems, so I am leaving well alone.