Any ideas?

Only the intro movie did that for me. Maybe try increasing the cycle in the .conf file?

Not just the FMV but sometimes the game sounds tend to "squeak".

Does anyone know how to fix it?

open dos config in the gog folder/uakm & edit the settings of prebuffer from 10 to 240
[mixer] do the same with pandora directive
# nosound -- Enable silent mode, sound is still emulated though.
# rate -- Mixer sample rate, setting any devices higher than this will
# probably lower their sound quality.
# blocksize -- Mixer block size, larger blocks might help sound stuttering
# but sound will also be more lagged.
# prebuffer -- How many milliseconds of data to keep on top of the blocksize.

nosound=false
rate=22050
blocksize=2048
prebuffer=240