mingw-get-setup Doesn't Work
I downloaded mingw-get-setup.exe from mingw.org (by itself) and ran it, expecting it to install MinGW, but it just stalled for several hours at Step 2 before I manually terminated it. Am I doing something wrong, or is this a bug?
Telling me that "foo.exe doesn't work" conveys absolutely no useful information. Telling me that it "stalls in step 2" isn't much more useful, because it gives me no clue as to how I might reproduce the problem ... if I can't reproduce it, I can't help you to resolve it.
Let's make this completely clear: the only version of mingw-get-setup which continues to be supported is mingw-get-setup-0.6.3-mingw32-pre-20170905-1, which is hosted here; (it isn't hosted on mingw.org, but the references no the "Getting Started" page should point to the correct host). If you are using any other version, you need to get this supported version; if you are already using the supported version, then it should work, barring network issues at your end. FWIW, I have verified that this supported version works just fine for me, on WinXP, Win7, and most recently (just yesterday), on Win10. On every occasion, it has worked perfectly for me, so I really don't know how, on the basis of the negligible information you have provided, I might help you further.