I have a feeling that the size of the data set may be what is causing the problem. As part of the MNOM command, where is it getting stuck, MLwiN expands the data to approximately number of response categories times the size. This may in your case be larger than the currently set MLwiN worksheet size. To test whether this is the case you can try one or more of the following:
1) See if the model works with fewer variables (perhaps just cons)
2) Try fitting the model on a small sample of your data
3) Increase the default worksheet size in MLwiN. To do this open MLwiN and choose Options->Worksheet from the menu. Next choose a larger worksheet size (I would suggest starting with 100000) and click "use as defaults". Next time you use runmlwin it should be using this larger size.
