Yeah, that's a well known problem. It's even on the support page with no solution other than the advice to not worry about it.
At the Bear Pit Forums
http://www.ja-galaxy-forum.com/board/ubbthreads.php?ubb=cfrm
I found a possible solution might be to replace the mss32.dll file with the one for your Unfinished Business install. That seemed to work at first but when I played for a while the crash came back.
Everybody recommends that you play JA2 at least once unmodified. But the one solution that does work is to install the famous v1.13 mod. That has been shown to solve the problem. You'll find info for that mod in the sticky mod thread. I guess that's what I'll have to do eventually because I doubt that GOG will be able to fix it in the standard version.
Oops! Just realized there there is no sticky mod thread for just JA2. You can get the mod here:
http://ja2v113.pbworks.com/