I just tested the latest site shaper and it's installing with no issues, we also have no other reports of this. Have you followed the exact instructions given in the site shaper here?http://www.shape5.com/documentation/Joomla/Getting-Started/How-to-Install-a-Joomla-Site-Shaper
Make sure you are installing this into a completely empty folder.
If it's getting stuck while creating the database that sounds like a server latency issue, ie: the server not responding properly. Your host could debug this.