Technical issues and problems with WoGa.

Thank you very much. I will do just that.
I just didn't install it on The Shadow of Death. I simply downloaded one archive, version 3.58, extracted it, and started playing.

Well, you downloaded a pirated version :)
If you don't have The Shadow of Death or Platinum, buy it and install patch 40 on top of it. It's a bit of a hassle, but if you follow the instructions, everything should work perfectly. If it still doesn't work after that, you need to look for a patch on the Heroes of Might and Magic team's website - I saw it there, but I can't find the link right now...