this issue has been already reported several times, on some hardware, for unknown reason, the process is slow at time of grub installation (which really imply a rebuild of the initrd image, this process is the one taking a lot of time).
However, although the process is very slow (half an hour up to one hour in extreme cases) later will complete. The one hour report was related to a very old/low ram computer.
Additionally, because we are looking at this issue trying to identify the root cause, it could be helpful to exactly know which PCLinuxOS versions do you used,
and which hardware you are trying to install.
If you don't have already done, retry the installation an wait at least half an hour. Additionally, instead to start the installation process from menu/icon,
start a root console, and type in "draklive-install", this will provide some additional info about what is going on.