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Just ran into quite an annoying problem with the Red Baron 3D (CD version, not GOG mind you), so I thought I'll share the solution in case anyone else encounters it.

The problem:
When running the game, after completing a mission in either Fly Now or Campaign mode, the game freezes permanently with a black screen, seemingly unable to return to the menu.

The solution:
When starting the game, right click on the RB3D game icon (Baron.exe) and run it as the Administrator - after mission freezes are gone.
I think that in my case the game had some problems with creating/modifying files on the external drive, on which it was installed. Running RB3D in Admin Mode allowed it to perform these operations and since then it runs pretty smooth.