If you're on a dial-up connection, then it may never complete because the download is fairly large. (It appears to be installing Service Pack 1 for Vista.) Or it may take a really long time to finish.. If you're on a broadband connection and there has been no progress for hours, then yes, you might as well shut it down and restart..
Unfortunately, that doesn't mean all things will be good as interrupting a SP installation isn't a good thing. Still, if need be, you should be able to run a System Restore. You haven't told us what preparation you made prior to updating. Did you check to make sure all the drivers were updated? Did you run virus and spyware scans to be sure the computer was free of such Did you eliminate all the junk files from your Temp folders and then run a Disc Defrag?
Hope this helps and let us know more.
Grif
I left my computer installing the latest update to windows vista overnight and when i came back to it this morning, it says "installing service pack: stage 3 of 3 - 0% complete. Do not turn off your computer." But it is not progressing. My question is should I reboot or can i do anything else? I'm running an HP pavillion dual core with vista. thanks

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic