So is it the download or the Install not finishing?
Are you downloading from
http://www.apple.com/itunes/download/
If for some reason the download fails and does not finish, reboot PC/Mac and try again
If this continues try downloading and installing another Internet Browser and then download iTunes with that browser.
Couple examples
Firefox
Opera
Safari
If for some reason this continues. You may wish to disconnect from your internet, and reconnect the connection. And try again. Also check and ensure no one else on the network at home is doing heavy downloading, as this might be causing the download to stall out.
If this still does not work. Do a google search for Download iTunes 8.0.2 There are other websites out there that offer the download of iTunes. PLEASE do not download from any website that may charge you. As iTunes is a free application and does not cost any money at all.