For those who are still having build errors: You're probably downloading the PyCrypto source from
https://www.dlitz.net/software/pycrypto/ and running into an error whilst trying to run setup.py, which is because it requires Visual C++ 2008 to build. I'm using the latest devkitARM and downloaded the PyCrypto prebuilt package from here:
http://www.voidspace.org.uk/python/modules.shtml#pycrypto
Everything went smooth sailing after that.
@FONZD , the install process is extremely short (after all, you're only flashing about two MB of data in) and it went out after installing FIRM1 for me too.
To me it sounds like you're blackscreening because you don't have an arm9loaderhax.bin payload, which is necessary for the process to work. Are you sure you have one?