If you hit ‘Cancel’ during installation, you will get a popup to confirm cancellation, in case you hit ‘No’ at this stage, the UI becomes unresponsive at this stage.
To recover, you can close the window with the 'x' in the top right corner, or open 'Task Manager' and end the Dante Studio process. You can then uninstall the Dante Studio from 'Add Remove Programs', or re-run the Dante Studio installer and click 'repair' when prompted.