in Direct3D
Plus, I installed the OpenAL and took Einstine909's advide and it helped a little bit.
But the lagging accured again in the mission where you have to scan the Sathanas' subsystems. And then never again.
So, the lagging occures in the Tag mission, the one before that and the Sathanas subsystem scanning missions

I just finished the game again, and all space and nebula missions run superbly, in 1280x1024 with all ''unnecessary'' graphics effects on (including the advanced effects), but there is something in those three missions that causes the lag.
Oh well, I can live with that

If it's a bug it's a strange one.
Thanks everyone
