It seems there is a bug and the software where it hangs after you create a network. My suggestion is to try and run the software with "Run As Administrator" option because it will require administrative rights to properly create a bridge for your connection. In case this approach is not working, you can always try an alternative like Connectify which basically does the same thing only it's a little bit more stable.
If you still encounter errors while you are working with Connectify then there is something wrong with your drivers or hardware.