Except for the recently released Canon Eos 40D and its Big Brother Eos 1Dsmk3, every DSLR must have a separate cable to activate the bulb for exposures over 30 seconds.
Because the exposure cables don't give feedback to the software, there is no way to tell its not connected all the way to the camera except to time out. Since there is mirror lockup delay, extra noise canceling exposures, and some people who manually actuate the bulb cable themselves, the timeout can't be short so it appears to hang.