I couldn't connect to Windows Update nor install .NET so I've done a clean install of Windows 8.1 from Microsoft's iso.
The same problem occurs : the loading bar is never beginning ! No error message.
I've compared what is happening on my Win 7 netbook with Wireshark. When searching for updates, it's sending http requests to Microsoft with a URL like
/v11/2/microsoftupdate/. The fresh install of Win 8.1 basically doesn't try to connect anywhere.
I have no proxy, no firewall, no special configuration. Both laptops are on the same network.