Check your Error Log in cPanel for errors related to this. Could be a timeout issue, could be you're missing a PHP module to unzip the package, could be something completely different.

No errors in my logs :(

If there is a sample content option and it gets that far, try installing without sample content.

Nope, can't even can't past the attempt to install the theme .. see attached screen cap, the circle just spins and spings... the status bar almost makes it to the end then nothing.

is there a way to download the file and manually install the theme?

Go to this page -http://www.concrete5.org/marketplace/themes/stucco... click the Download Archive link. Unzip the file and upload it via FTP to your site's packages directory. The path should look like packages/stucco/controller.php (make sure there is no extra stucco directory there or it won't install)

Also, if you use Chrome and hit the F12 button you should get your developer tools to open, watching the Network tab you should see one of the requests return a 500 error when you're trying to install via the dashboard, that request's response should tell you the error that you're encountering.