I am having a problem similar to this (http://www.roundcubeforum.net/general-discussion/5141-step-3-a.html) one.
My case:
I enter the required information in step 2, create the 2 .inc.php files provided in config directory, and I press on CONTINUE...
Then nothing happens. The browser tries to connect for a while and it fails. I've tried it on both IE and FF.
I can go to steps 1 or 2, though. The settings are there. The problem is in step 3 (test config).
I have Windows Server 2003 SP2, MySQL 5.1, PHP 5.2.6, hMailServer 5.2.0, Apache 2.2.6.