Hi all,
Around the time the 0.4alpha3 version was released or just after, a number of problems / bugs were encountered that were generally the responsibility of some tools that Aegir depends on: particularly Drush and Drush Make.
This has led the 0.4alpha3 release to being unusually more difficult to install than intended. Unfortunately the fixes for these issues need to happen outside of Aegir itself, but a number of our users are as a result struggling to get through the install. We've written an item into our FAQ that addresses the 3 main issues that are currently occurring, describing the symptom and all possible fixes for each issue that we're aware of.
http://groups.drupal.org/node/24854#dependency-hell
If you experience an issue that doesn't match any of those items, or the fixes still didn't solve the problem for you, please search the issue queues and if still no luck, raise a Support ticket in the Hostmaster issue queue.
Good luck!