Stuff: From your previous post I think you may not have a full install since you didn't install as an admin. Usually if the setup.exe takes an unusually long time on Vista / Win 7 it is because of not doing an admin install. It can result in an incomplete install. It sounds like certain files are not being read by the game.
I would suggest before getting too far that you consider uninstalling and reinstalling as an admin by right clicking the setup.exe and clicking "Run as an administrator" from the resulting dialog. After installing, you would also need to right click the game shortcut, click Properties, click the Compatibility tab and check the "Run this program as an administrator. Usually you do not need to run in a compatibility mode so I would uncheck that for initial playing and try different modes only if there is a problem.
Another thing that works well on Vista and Win 7 is to install in a directory outside of Program Files. Once a directory has been created, right click the setup.exe, click "Run as an administrator" and on the first dialog of the GOG installer, click the Options button on the lower left corner and point the game to the new directory.
I think a full install will cure the missing game data. I also run DD using RunFirst to set the affinity. If you decide to use that as well, I will post a link and an example of how it works.
Edit:
Here is a link to a post with an example of how to use RunFirst and a link to the free program. The reason I use it is to cure a sound problem but it seems to help overall as well. Only use this program if you have a dual core CPU. It works well on my dual core quad as well. . . =)
THANK YOU STUFF AND KEZARDIN, It worked. Who would think that installing it as an admin would have that much effect? Kinda crazy. Thanks again man!