So, I've practically beaten the game: thwarted the conspiracy to kill the president, shot the assassin.... and that's it. All I'm left with is a navigation screen with grey shot of the Red Square. I can browse my inventory and use my PDA, but nothing more. All the walkthroughs say, that I should get some messages, but I don't. Loading a saved game and doing the Red Square scene again doesn't help AT ALL. I still get the same result. This is really frustrating. Can anyone tell me, what am I doing wrong?

Yes, I decoded all the messages and tried to send the unsent message, if that is what you mean. Still no luck. :(

Ok, I have tried it again yesterday. This time I send the unsent message while I was still in the chopper. And after Red Square I hit a dead end like you did. I then sent the message again (through the phone number in Finland) and immediately got a message, which let me proceed to the end.
If this does not work, it seems you hit some kind of game stopping bug. Have you tried reloading a savegame before the chopper?

Yes! The number in Finland worked. Somehow, I thought that I should use the american number. Thank you so much!

Glad it worked. Now on to meet the mole! :D

I always thought it was a shame they made the mole's identity so obvious. They give you that program that narrows down the list of suspects and almost right away it's narrowed down to 2 or 3 possible people. Then if you know anything at all about the kinds of characters that actor/actress usually plays then.....you pretty much know right away :(