I submitted a support ticket to GOG but I figured I'd post it here to.

When entering the level E5M5 - Egypt - Lake Vesuvius the progress bar will complete. The screen then asks to press any key to continue but does not progress. It appears to be locked up but the music will continue to play and I am still able to Alt-Tap in and out of the game

I have this problem too.

Fixed in a hotfix patch

still have the same .. do i need to force the game to update or should it do that itself ..

Update: nevermind it finnally updated .. works like a charm !