You may get better luck posting in the Cossacks forum:

http://www.gog.com/en/forum/_cossacks/#1330384976

Or sending Support a ticket
http://www.gog.com/en/support/contact

When posting, be sure to include your system specs and be sure all of your drivers are up to date.

Dont install it to the standard default directory in program files. Put it in the root directory of a hard drive for example C:\Cossacks

Also run the installer as administrator, to do this right click the setup file and select run as admin from the dropdown with left click.

Try these first and formost

Just because you have a problem with a game and you happen to run Windows 7, that doesn't mean that the problem is in any way related to Windows 7.

First of all: Welcome to the forums

Second: what have you already tried and have you contacted support?

Third: Have you posted in the game's subforum? you might be able to get more help there

See if the game is actually still running. You should be able to see the application in the taskbar and click on it to resume it.

Alternatively, take a look at the processes tab in the task manager, specifically if there is a rundll32 .exe application working at around 10% CPE. That's usually a sign you'll need to force the application working with a double start up (basically a quadruple click on the exe), and then end the rundll process after you get the game working.

Doesn't help.
Still the same..