Sorry, I should have reported this with the beta, but it was only when I noticed it a second time - when installing the final 3.0.6 release - that this oddity finally registered with me.
There is something odd going on with the installer. During the last moments of the install the dialog seems to freeze, doing nothing much (no disk activity). I then noticed that there's a network icon in my taskbar. I don't know the name of this icon, but I've seen it with wireless adapters when the PC is hunting for nearby wireless networks (a little terminal icon with a dot zipping back and forth beneath it). If I click on this icon it says that its the Host Only Ethernet adapter... so it seems to me that this is hunting for VMs and naturally not finding any since the install isn't finished. If I right click on the icon and select "Disable" then the VBox install instantly unfreezes and completes.
After the install I go into Device Manager and re-enable the Host Only Ethernet Adapter, and all is well.
Not a serious problem, just an oddity.
ps. This should really be feedback for the final release, but the feedback topic for 3.0.6 hasn't been created yet as I write this.