Fezred: GOG.com have really dropped the ball with this. Releasing sloppy versions with bugs with Doxbox thoughtlessly slapped on top is not what they're supposed to be about.
If you actually want to play the game you paid for then the best route still is the old Warhammer Shadow of the Horned Rat and Dark Omen fan sites. They have guides to getting it working well on the PC with modern operating systems and guides on patching, etc. The kind of thing that you'd expect GOG.com to do their homework on before asking money for it...
Alternatively you can play/emulate it on the original Playstation. You miss out on some elements of the game but the interface is actually pretty good and the campaign is intact. Better than nothing, for sure.
The game is a real gem of the real time strategy world. Well worth playing.
I still have both the PS1 version that I play on my PS3. The PS3 will actually upscale the picture which is nice. SotHR is one of my favorite games of all time.