Aullido, my fix is simply the game in an installed state. I have LB Anthology but only to say that I've got it.
I've only used the Anthology edition once or twice, but it may be that it uses a different set of registry entries to the separate retail LB2.
However, from the message that you say you get, that is common for LB2 on Windows 7. It may be that you need to apply Phoenix's fix.
First of all, apply the Windows XP (Service Pack 3) compatibility mode to the LB2.EXE. That is what mine is currently set on.
Next, download this fix...
http://digitality.comyr.com/flyboy/lb2/setup/LB2_Crash_GUI_Sound_fix.zip... and extract the 'Database Fix' folder to a temporary location. Run the 'install.bat' file. This stability fix should now be applied.
Also, are you using a glide wrapper? My fix package comes with 3DFX enabled by default. If you are not, either install a glide wrapper or change the display mode the game uses by running the 'lb2cfg.exe' file found in the game folder.