When i am about the start the first mission, get a screen that tells me to insert a CD 1.
What is this???
This is a GOG version, i don't have the original CDs

I have solved it, i just reinstalled the game :)

The reason for the message if you're curious is that the sfa.cfg file has been modified to look for the movies on the CD instead of on your hard drive. For the GOG installation to look for the files on your hard drive your sfa.cfg file needs to look like this:

moviePath=.
voicePath=.

If your file is different, restore these paths, save the .cfg file, and your game should work. (Those are periods if it’s a little hard to tell).