Aramil777: I had the same problem.
I don't know if this helps you, but in my case I added Baldur's Gate folder to exceptions in my firewall software, turned on access to private and public networks for Baldur's Gate in windows firewall settings, set the Baldur's Gate to run it as an administrator, and disabled visual themes and desktop composition on the shortcut's properties window in the compatibility tab. Now Multiplayer starts with a slight pause but it starts in full screen.
I've been trying to play solo multiplayer, and ran into the "freezing" issue when I selected "serial" at the initial menu, so would this process work for me? Forgive me, but I am not all that computer savvy. How do I get into my firewall software? I have the "Charter Security Suite", what with me having Charter as my ISP.