I've previously downloaded Fallout and Fallout 2 from GOG and played both from beginning to end, more or less without any problems.
Earlier this evening, I bought JA2 from GOG. It crashed during character creation. Not bad enough that I had to reboot, but not good, either. I had to wait about 5 minutes before I regained control of my machine.
Fifteen minutes later, on the first map, it crashed again. Cue another 5 minute wait while the hard drive churned furiously and Windows decided whether or not it still liked me.
This reminds me, uncomfortably, of the problems I experienced 2-3 years ago when I tried to replay JA2 on XP. The consensus on the internet at the time seemed to be that it just wasn't compatible with XP. Since the GOG version says "XP compatible", I assumed that they'd fixed the XP-compatibility problems. Was I wrong?
I'm running XP SP3 on a Quad core machine with 4GB of RAM and an 8600GT graphics card. Any suggestions will be appreciated.

No BSOD. Just CTD, which process takes about five minutes, during which time the HDD thrashes frantically and my PC is unusable. It would actually be faster if it BSOD and then rebooted.
I hadn't considered compatibility mode but I'll give it a try. Thanks for the suggestion.

It is because the version of JA2 that GOG provided is not patched to version 1.06. Older versions of JA2 were pretty buggy and crashed a lot. 1.06 is the most stable version of the game. Unfortunately you cannot patch it to 1.06 yourself without restoring the DRM. So GOG, which I love very much, needs to release an installer for the 1.06 version.

i have allready instaled 1.13 patch so maybe i am wrong, but isn't GOG JA2 version 1.12 ?
and regarding this HDD "trashing" - try setting virtual memory to one value instead of windows range.

Yes, GOG's version of JA2 is patched up to 1.12, and JA2:UB to 1.01.

Thanks, but my virtual memory is already set to a custom value.