Using NLTK 2.0.4. installed for EPD\'s Python-2.7.3 (not Canopy). on Ubuntu 12.10. In the terminal I type:
In [96]: nltk.download_shell()
NL
Most probably it is not stuck. It may be downloading. It downloads at much slower rate even if you have good internet connectivity. I kept checking the folder size using a while loop and it slowly kept on increasing and it was successful finally. It would have worked if you waited. Unzipping might have failed because you tried to unzip before entire file downloaded.