I suspect that issue is arising due to the default storage engine on your host. It is likely that the default engine is MyISAM, and since the x2_users table doesn't include a specific engine statement, it defaults to MyISAM, then fails when attempting to add the foreign key. Since you're on Hostgator, you probably won't be able to modify your MySQL server config, so it may be best to update the installation SQL to include the db engine. First, drop the tables in the half-constructed database to avoid the previous issue. Then, update the file at x2engine/protected/modules/users/data/install.sql, and add the ENGINE statement after the x2_users table definition:
CREATE TABLE x2_users (
/* ... */
) ENGINE InnoDB, COLLATE = utf8_general_ci;
Then proceed with the installation.