In the beginning, you are told to go to George to trade. So I go..and he has no gold to buy anything, nor does he have anything to sell. Is this normal for the beginning?

Actually, if you will go up a few posts in this thread, you will find a link to a post about RunFirst. It sets the affinity for the game in the shortcut and eliminates the static problem. It is a free program and it is easy to use and only sets the affinity for the game. If you don't have a dual core it won't help, if you do, it should fix the problem. . . .=)
Edit: the post marked as the solution has the link to RunFirst.

Ah, Okay. I'll check it out if it continues or if the compatibility does not fix it. It's not crippling just once in a great while you get the %&@# scared out of you by it haha.

I would go with RunFirst since it is the dual core that causes the noise problem. It should run well without any compatibility mode but you could give that a try . . .=)

Funny, I downloaded and tried opening it up and it opened the command prompt...and closed it the same second. Nothing happened xD Guess ill have to live with it.

You move the RunFirst.exe to a folder, I used C:\Program Files\Gog.com\Runfirst as the location for the exe. After creating the folder and putting the exe in it, add the path to the exe to the beginning of the target path in the shortcut. You can now use it on any game by referencing this exe at this location.
Shortcut target path would look like this if you use the folder above -
"C:\Program Files\GOG.com\RunFirst\RunFirst.exe" "C:\Program Files\GOG.com\Divine Divinity\div.exe"
You don't run the program manually, each time you click the game short cut RunFirst sets the affinity and unsets it at game close. You never have to mess with it again and it does fix the noise problem on a dual core . . .=)
Edit: note the quotes at the begging and end of both commands with a space between the middle quotes. Your paths would need to reference your install location and the location you decide on for RunFirst.

You can put the RunFirst.exe anywhere and use it with any game. It's the path to the exe that is important.
You could create a folder on C drive named C:\Runfirst and put the RunFirst.exe in it. The path for your DD shortcut would then look like this -
"C:\Runfirst\Runfirst.exe" "C:\Program Files\Gog.com\Divine Divinity\div.exe"
If you installed in a C:Games directory it would look like this -
"C:\Runfirst\Runfirst.exe" "C:\Games\Gog.com\Divine Divinity\div.exe"
You would right click the game shortcut, click properties, click the Shortcut tab and enter the correct paths in the Target path. What happens is - when you click the shortcut, Runfirst starts first, sets the affinity for the exe in the second part of the path and then DD starts.
It fixed my sound problem so that's why I recommend it to others with a sound problem.
I can attach an image of the shortcut target path but you can't see the whole path . . .=)

All the paths are minus the quotation marks right?

No, leave the quotes. If you look at your existing shortcut on the shortcut tab, you will see that the path to the DD exe is already there . . with quotes.
All you need to do is add the path to the Runfirst.exe at the begining of the path, in quotes, with a single space between the two paths within quotes.
Mine looks like this
"C:\Program Files\GOG.com\RunFirst\RunFirst.exe" "C:\Program Files\GOG.com\Divine Divinity\div.exe"
I will add an imgage of the shortcut with both ends showing shortly . . .=)

OHHHH OKAY. I get it now I get it now. I thought you were using the quotations to tell me what to write not that they were actually there...I never noticed that before.
Thanks stuff, lets see if it works.

You're welcome, I didn't do a good job of explaining it . . .=)
I will attach an image with a screen shot of the start of the path and the end of the path. Can't show it all since the shortcut dialog can't be sized.
When you have it right, you click on the game shortcut, you see a momentary DOS window then DD will open.
Course, don't use this on systems without a dual core CPU. . . . =)
What is nice is you can use RunFirst with any old game that seems to have a problem with dual core CPU's. Just reference the same Runfirst.exe in the shortcut for the other game.
Edit: Let me know if this fixes your sound problem as well, don't want to recommend something that doesn't work.

THANK YOU man! I will try this right away. I'm starting to think you should make you own site dedicated to troubleshooting DD XD

You're welcome. Naa, I'm just a gamer like you who wants to give back something. I hope you will as well . . . =)
Besides . . . it would cut into my game time . . .=D
Edit: I see what happened now, I was typing and missed your post with the paths you wanted to use so . . . my bad

Haha! Have you ever tried "Arcanum: of Steamworks and Magick Obscura"? That is another GREAT game, imagine Steampunk Baldur's Gate kinda.