Forefront Security for Exchange SP2 setup hangs on "Setting Up Registry"

I was installing FSE SP2 on the Exchange Server. I have installed it on more than one server but on the last one, the setup hung on “Setting Up Registry” message with no errors nor warnings in the event viewer!

I found that the solution was to install Hotfix Rollup 2 for Forefront Security for Exchange Server Service Pack 1 (KB 946864).