To get The Stalin Subway to work properly, download the patch:

https://community.pcgamingwiki.com/files/file/710-the-stalin-subway-fix-12/

This patch contains the files:

audiere.dll

And

vshader/lightmap.vsh

Audiere.dll is a replacement file for the game directory. Just open up the local files for The Stalin Subway and drop audiere.dll in. Go ahead and write over the original file.

The second file, vshader/lightmap.vsh, gets added to the vshader subdirectory inside the game’s files.

Once you have placed those two files where they go, the patch is installed.

Enjoy your game!

Thanks so much to Spizy Chicken for sharing this information on the forums.

12/30/2017 - Posted Guide
1/21/2021 - Made sure the link still works.
3/30/2022 - Made sure the link still works.
12/6/2022 - After 8 years, the link finally broke. I was able to find the patch easily though. Updated the link. Big thanks to @Grzegorz Brzęczyszczykiewicz for pointing it out.