TheSpaniard14: Yup, i've had the same problem, it's a resolution problem. Change the resolution to the right one and you'll be set.
Mandrakos03: How? The most I know how to do it would require me to already be in the game menu, or use the compatibility menu "Set to 800 x 640," which I know doesn't work. I'm still very new to GOG.com, and am unfamiliar with how to change it from outside.
Mandrakos, what he is suggesting is that you right click on your desktop, and change the resolution on your desktop.
(The monitor itself also has options, as does the desktop and driver for how to display each resolution -- it can stretch it to fill the whole screen (interpolation), it can keep it at a custom size, it can make it full screen pixel by pixel and leave the rest of the display area filled with a black frame -- but the names vary and that's for after you get it going to worry about)
As you say, you can also change it in the game. But, when you first start up, you cannot get into the game. So it will normally start up at either 800x600 or 640x480 without any input. You need to drop your desktop resolution down so that it will match say 800x600. It should when first starting up find that a familiar resolution and has a better chance of starting up and not getting confused. This is not uncommon with this era of games.
Now, if that works, then you'll try to change the resolution inside the game to something better, probably all you have are 1024x768 or maybe as high as 1280x1024 (I'm going from memory here, years ago). Now, when you save those options, the game may still go crazy as your desktop is smaller since you bumped it down to 800x600.
Ok, so you now go back to right clicking off an EMPTY (NO ICON) part of your desktop, pick graphic settings, set the resolution to either 1024x768 or whatever you want to try, and then return into the game and try it again. Hopefully, it remembered the change to 1024x768 or 1280x1024 within its game options and saved it before it crashed or freaked and you are ok.
Now, there should be some file, like an .ini or .cfg that controls all this somewhere. So that you can tell the game without going into it what to default try first. But, I don't have the game installed so I don't know. Sometimes that is in your My Documents section under a folder for the name of the game. Sometimes it is in the directories of the game's install. Sometimes it is under users, your name, appdata, and one of those folders. It's hard to say. But if you make a copy of the suspect, to protect the original, and then open it up in Notepad, you may be able to see a resolution choice. Then you can replace it, but remember it won't go higher, usually, than I mentioned. (The bad news is that sometimes it will not create this .cfg or .ini file until after it has successfully started once, thus the idea to change your desktop resolution to match the game's likely first try)
That way, you might be able to match the desktop resolution to the game's chosen resolution without having to enter the game itself. All theory, but it is worth a try.
You should be able to find out more about this somewhere on the web. But searching can be a pain with all the noise. No guarantees it will work. Good luck.