I would have thought GOG would have fixed any "fast computer" or multi-core-processor problems, but apparently some GOG members who had random crashes in Sanitarium were helped by running a program that uses up CPU cycles while playing (and effectively slows the computer).
http://www.gog.com/forum/sanitarium/random_crashes_fixAlso some other members were helped by using imagecfg to tie the game to a single processor (on multi-core-processor computers)
http://www.gog.com/forum/sanitarium/random_crashesAnd someone near the end of that same thread was helped by turning down the Performance slider in the in-game Settings (which would be the easiest if it works for you).
If imagecfg works, the strategy to tie the game to a single processor through Task Manager may also work:
Load the game, and while the intro is playing press Alt-Tab to bring you back to your Desktop.
Now bring up the Task Manager and click on the Processes Tab.
Find the game exe and right click on this. The bottom option in the screen that opens will be: Set Affinity.
Open this and uncheck CPU1, leaving CPU0 checked. Close the Task Manager and press Alt-Tab to go back to the game.
Check the
***Legacy Games and Hyperthreading*** article for more information on using imagecfg and Task Manager to set affinity. The name of the article should be "Legacy Games, Multiple Processors, and Hyperthreading" since the information also applies to dual and multiple processors.
It's always worthwhile trying Compatibility mode, since it's probably the easiest and may work as well as anything else.
acebook
witter
but if it fails me I will try the things that you said. 
this old game was downloaded from a cd....
