Does it get stuck when you try and use the "smaller" update or when you update the whole system with the vega turned off and conected to the PC using the hold "down back button-trick"?
If you update the tablet with the official way to install 1.09, using the USBcable and not just downloading the small update.
and when you have gotten the 1.09 updated, go here [Clean Rom Add-On] Rom Add-On For V1.09 Firmware V2 [Updated 23/02/11][Full Market] - xda-developers
and there are guides to install market and such. have not done this myself, so i cant give any specifics about this update.