I have played for two days now and when I end this mission it gives the score, than shows a loading screen with two big worms and a city under attack at the background and suddenly crashes and says: Dos4GW .... error smth.. Rest is working flawless. Please help!

What version are you using? What OS? What are your system specs? Using DOSBox?

To even begin to troubleshoot, answers to the above would be needed.

I have the version from this site. As said, I have tried Xp, 95, 98, ME, dos.711, Dosbox.
Specs: p3 700 , geforce2 64mb , sound blaster pci , 256mb ram.
Sometimes the game doesn't crash but shows the city map and the "map" in plain texture with small dots. I can't click on the screen but I can pass time by the buttons on the right bottom. So days pass, nothing happens and I fail the game because of money. (x-com defeated screen)

This is a demanding game, and it wasn't coded that well in the first place (IMO). First of all, I'd say your specs are below par to run smoothly in DOSBox. In your Dosbox.conf file look to see that you have this:

core=normal

You say you tried 98, and that didn't solve the problem. Interesting.

If you've got Win 95 or 98, try the "Reboot to DOS" option and run the game from there.

These two topics should help:
How to configure DOS for gaming
Win98 - Memory

Another option is to use Abandonia's bootdisk.

I tried running this version in Win98 and it crashed for me after I did a reboot into "DOS". Hmm. If the game requires expanded memory I have to reboot with my LAN disabled on this computer, so I can use that address range. But it's DOS4/GW.

I have the Windows version of Xcom Apocalypse and I run that in Win98 without any major problems.

Are you using an extended/expanded memory manager?

Using HIMEM.SYS. False Alarm though, it turns out that it runs just fine - it's just that during the intro movie the screen goes totally blank for me.
I also completed a couple of raids without any crashes.