Ostarion: I am having a similar problem and have tried several methods as suggested by the gog.com articles on resolving the issues (including but not limited to: compatibility, graphic drivers, screen resolution, firewall bypassing, administrative and full control options enabled) However, it seems that the core of the problem is in the screen size based on the error messages I receive in the file that records these errors.
06:58:58: Error: problem with SDL_SetVideoMode (400, 300): No matching GL pixel format available
06:58:58: Error: Unable to open screen surface.
06:58:58: Error: Init failed, could not load game
The first error changes depending on what resolution I have the setting at, but I have tried all resolution setting for the sake of elimination and there are no changes to the other two error messages.
I admit to not being a computer expert but everything I have is up to date, I even tried older drivers to see if perhaps updates didn't take certain situations into account