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Okay guys. I figured it out. Well, sort of. I did a bunch of things, and one of them worked out. I installed a firewall exception rule MANUALLY...
All people that I found on the web having this problem (and they're many) seem to be running Windows 10.
Not in my case. I did all Windows updates and it still hangs at 0%. Maybe you did something else, too?
I, too, have this problem (see attached screenshot, no progress in update window) with my new system (Win 10 pro) and I opened a ticket with NI...