Source: baidu tieba (红色警戒吧) 17L
- download zip file from here
- unzip it and cp those three .dll files into the root installation directory of ra2.
- run ra2 without any compatiable mode.
- tips: if you choose to run under 8-bit color scheme, your screen would be more comfortable
In this way, you can play ra2 on win10 smoothly without crash even if you switch from the game to desktop then switch back.
Thanks for shuilixiang's share.