Try clearing your temp folder (or rename it) and see if that gets it working.
If that doesn't work, keep your eyes peeled while it's actually running for any on-screen errors. Also, you can try just installing neek (instead of installing neek and building an emulated nand) and see if that makes a difference (it shouldn't, but at least u won't need to repeat the WHOLE process of building an emunand over and over again)
Btw, I just re-tested it, and all seems to be working properly. The error your getting is definitely being caused by a failure to properly download the sneek installer, autoit, 0000000e.app, 00000001.app, font.bin or neek*.zip. When ModMii classic is running, it should be obvious which one is failing.