There could be a problem with Intrusta's firewall feature blocking Galaxy hooks.
GOG decided to start integrating Galaxy hooks into their game executables maybe 3 years ago.
So when the game is started, one of the first things that happen is the Galaxy hooks that GOG embedded in the game executable try to reach out to the Internet. That can cause problems with some firewalls, which block the Galaxy hooks. Most consumer firewalls will by default allow game-related things, like Galaxy hooks, to pass information through to or from the Internet without notifying the user. But there have been exceptions, and Intrusta does have a firewall.
There was brief discussion of the problem in ***this thread***
. Especially see oldmariner's posts in that thread. He'd configured his Zone Alarm firewall not to allow any information to pass through to the Internet without notifying him and giving him the option to either block or allow it. The game wouldn't start if his firewall blocked traffic and he found a Galaxy-related .dll file in the game folder, even though he'd downloaded through his web browser and not Galaxy. However if he disconnected his computer from the Internet and told Zone Alarm to allow traffic to the Internet, the game would start (even though nothing was going out with no Internet connection -- the game only had to be allowed to "try" to send information).
I don't know if GOG ever fixed the problem. There's been very little discussion of problems with Galaxy hooks and firewalls in GOG games online -- at least not where search engines can find discussions.