Hi Osvar & wbnjr
I had the same problem, a few times. I thought there was something wrong with my Macbook & Macbook Pro ( I own both)
then I tried to unplug the mightymouse, still didn't work.
then my friend who sitting next to me found out the problem.
Actually, we shouldn't press the Enter (return) button. Windows setup won't be able to understand that button (not yet).
Next time, when that blue screen appears, you press the enter button ( the little one next to Home Button) , then it will work. It works perfectly for me.
It would be better if you unplug the mightymouse.
Hope you will receive the same result as me.
Cheers guys!
Phil