It takes a lot of time to create various statistical plots. So, first of all turn off these plots.
Second, could you please provide us with the smallest possible dataset of yours to run Regression Task independently?
I've selected Class dataset from SASHELP library and run Linear Regression task with dependent variable Height and independent variable Weight. With plots turned of and 19 observations it took only 3 seconds. Could you please repeat this on your machine? If it EG hangs then may be SAS Support will help?