I have bought and installed both BGs but I have some issues with characters' speech: the game "cuts" the first words in each sentence. For instance, when entering dialogue with Winthrop, I only hear "...hotel's as clean as an elven arse!"
It is quite annoying, as I lose most selection sounds. It is the same with sound effects, such as door openings and spell castings.
Can anybody help me, please?

By "playing vanilla" you mean "without mods or add-ons", right? I just downloaded the two games and unpacked them.
It might be interesting to note that I had the same problem with the CD installed versions, that is why I came here to buy the newest versions.
The strange thing is that, on this very same PC, both games used to run smoothly and, as far as I know, I did not change OS (still WIN XP) or soundcard...

This is my baldur.ini file. I did not change anything, of course.

[Alias]
HD0:=C:\GOG Games\Baldur's Gate
CD1:=C:\GOG Games\Baldur's Gate\data\
CD2:=C:\GOG Games\Baldur's Gate\data\
CD3:=C:\GOG Games\Baldur's Gate\data\
CD4:=C:\GOG Games\Baldur's Gate\data\
CD5:=C:\GOG Games\Baldur's Gate\data\
CD6:=C:\GOG Games\Baldur's Gate\data\
[Program Options]
SoftSrcKeyBltFast=0
SoftBltFast=0
SoftSrcKeyBlt=0
SoftBlt=0
SoftMirrorBlt=0
Translucent Shadows=1
Maximum Frame Rate=30
Path Search Nodes=4000
Tooltips=45
Sprite Mirror=0
Gamma Correction=0
Brightness Correction=0
Volume Movie=80
Volume Music=30
Volume Voices=80
Volume Ambients=80
Volume SFX=80
Strref On=0
BitsPerPixel=32
[GameSpy]
Region=0
[Program Options]
Volume Music=40
[Game Options]
Memory Access=100
Footsteps=1
Weather=1
Memory Level=1
Mouse Scroll Speed=28
GUI Feedback Level=5
Locator Feedback Level=3
Bored Timeout=3000
Always Dither=1
Subtitles=0
Keyboard Scroll Speed=70
Command Sounds Frequency=2
Selection Sounds Frequency=3
Effect Text Level=63
Infravision=0
Tutorial State=1
Attack Sounds=1
Auto Pause State=0
Difficulty Level=3
Quick Item Mapping=1
Environmental Audio=1
[Config]
CacheSize=240
[Movies]
BG4LOGO=1
TSRLOGO=1
BILOGO=1
INFELOGO=1
INTRO=1
DEATHAND=1
[MissionPack]
HardDrive=1

I notice a duplication of a sound option in there. I don't know if it would cause any problems, but it would be best to remove the second entry. This is what you have:
[Program Options]
Volume Music=30

[Program Options]
Volume Music=40

Remove the second [Program Options] and the music volume entry.


As mentioned by DeMignon, also try disabling environmental audio:

[Game Options]
Environmental Audio=1

Change it to
Environmental Audio=0

Bingo!
It did work!

Thank you so much for helping me!

Goodbye and happy new year!