I had this too few days ago, and I say it's a faulty baldur.ini file in your game folder is, so open the file with Notepad and make sure the file has the correct patch to all the [Alias]'es... like so:I`ve installed the games on the D: partition - they`re both patched. I have the Polish 1 DVD "Saga Baldur`s Gate" edition. 25movies.bif is in the "D:\bgII SoA\Movies" folder.
[Alias] HD0:=D:\bgII SoA\ CD1:=D:\bgII SoA\CD1\ CD2:=D:\bgII SoA\CD2\ CD3:=D:\bgII SoA\CD3\ CD4:=D:\bgII SoA\CD4\ CD5:=D:\bgII SoA\CD5\;G:\CD5\Remember to remove the extra paths. And make the last Alias have two paths, 1 for the game file(D:drive), and one to the CD/CD-image drive(G:Drive in the example). Of course this might be more complicated if you have non English game as the language might need to have some extra path.
PS: you should really have the " - " in between the 'BGII' and 'SoA'.