I understand what are you talking about. This problem was introduced in SP1. Mostly happens while copying data from CD/DVD. Everything goes fine but as soon as you click somewhere the dialog box gets hanged but the copying continues. Everything becomes fine after the copying gets finished.
Try to disable DEP using following command:
Code:
bcdedit.exe /set {current} nx AlwaysOff
Provide above command using Administrator and restart your system. Now check whether the problem still persists or not.