I had this problem installing a Delphi 4 Pro application that uses the Borland BDE, as well as installing Delphi itself. It hung up and become unresponsive. I double-clicked on it to abort. I had to uncheck the BDE with a custom install to complete the D4 installation. I found a download of an upgraded BDE install: I used it in my install script and it seemed to work.

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Download Borland Delphi For Windows

Borland Delphi 5 Windows 10

Borland Delphi 6 Windows 10

But I don't know for sure. BDE was apparently already on my Win10 machine from a previous install. Perhaps some of the updates made the old version incompatible? The BDE64.rar file is no longer in the dropbox listed above by Fabio M.