I have a problem with the game I downloaded every time I enter to the light house where you get the Glyph of Light the game stops and a window appears with the message Kain2.exe stopped working I need help with this bug

The game has its own sub-forum, so I think this question'd be more appropriate there:

http://www.gog.com/en/forum/legacy_of_kain_soul_reaver/

Additionally, you can try emailing GOG's support staff and seeing what they can do.