I'm trying not to give a lot away in terms of story, but at one part, early in the game, you find a voice cylinder inside a tomb which I assume holds some sort of message. A bit later, you find a device in an office which is capable of playing the cylinder. As soon as I pop the cylinder into the device, the game stops. I alt-tab out to the desktop and the message "Insert the DVD" is shown with the options of Retry and Cancel. Retry does nothing and Cancel shuts down the game.
Is anyone else having this issue or am I special?
I don't know if this is happening across all OS's or just Vista / Win 7 . . but . . if you are running Vista / Win 7, right click the game shortcut, click Properties, click the Compatibility tab and check "Run this program as an administrator" in the Privilege Level box . . . might fix it.
Also, same OS's, you need to install by right clicking the setup.exe and clicking "Run as an administrator" on the resulting dialog. If this is not done, Vista / Win 7 tend to block some disk writes which affects the install.
If either of the above don't help, try uninstalling the game and creating a directory outside of Program Files. Something like C:\Games. Right click the setup.exe, click Run as an administrator and when the first dialog of the GOG installer opens, click the Options button on the lower left corner and point the install to the C:\Games directory.