I had a HP ML350 G6 server that was unable to complete the SBS 2008 install. Everytime it would hang forever at the Completing Installation stage of the Windows setup.
All hardware roms were running latest firmware.
It got to the stage where I had to start removing server hardware to find out what was causing SBS Installation to fail.
The item that was causing the problem was a HP Smart Array P212 SAS Controller which was connected to a HP StorageWorks Ultrium 920 SAS Tape Drive. After removing this card the SBS 2008 installation completed successfully.
Below is a picture of this SAS Card taken from my iPhone 4G:
I removed this card, completed the install of SBS 2008, then installed the card again once Windows was up and running on the system.