Hi. Having a single hop that doesn't respond is relatively normal. For some information, see:

http://www.nessoft.com/kb/24
and
http://www.nessoft.com/kb/5

In your situation, it sounds like the router at hop 2 just doesn't respond to requests where TTL=0 - which means it always shows 100% loss at that hop. It's not a critical problem, though - and pretty normal, really (see the topics above for some reasons on that).

- Pete