After trying a few different things, I reinstalled the game in the default directory (directory suggested by the installer) and the patches then worked.
For future reference for others with the same problem,
my disk is not MSI,
is not Gold or complete version (it is Ghost Recon only),
I have run patches 2 through 4 (in order),
downloaded from this site,
on a full-retail (non-cracked/non-copied) disk,
English version,
the game played OK in version 1.0 but crashed trying to load the third SP scenario
running XP SP2
I didn't uninstall the game or clean the registry, but just installing again in the default directory worked.
Pave Low - thanks for your suggestions. The last one might have worked, but the Default Directory choice seemed to have done the trick.