When I was playing Lock On Gold Flamming Cliffs the F15 Aim 9 training it took me out of it? Also objects appears white sometimes and I tried the aim9 training again and the autopilot crashed the plane but continued the tutorial.

The types of system i'm using is:

Windows XP
Prossecer P4 3.20 Ghz
Ram 1022Mb
DirectX version 9.0

Display memory 128 mb

Graphics card Radeon X300 Series 128Mb

I installed the patch for the 1.12b version but it hasn't seem to help. I know about those defective Gold edition I wonder is this one of them?

The defective GOLD 2nd disk problem would manifest itself as StarForce asking you for a non existent code to be input before you even get into Flaming Cliffs. As you can get into FC then it is not a defective disk issue.
I reckon it is a problem with tracks. Lockon (and the add-on Flaming Cliffs) is very touchy about what version of Lockon a track was made with, and what version it is being played back on. I strongly suspect that your problem is due to this. The training tracks were made with FC v1.1, you have patched to v1.12b and so you can't play back most of the training tracks correctly. Sometimes you are lucky and one will play OK, mostly they won't.

Solution (a)
Watch the training as a movie instead. All the training tracks have been converted to movies and are on yer man TekaTeka's site (while you are there get his tree shading Mod, makes the forests look most excellent). Get the movies here

http://bvr.jpn.org/lockon/training/FC_eng/index.html

Click on the text for excellent text descriptions with good supporting pictures, then click on the MOVIE button to watch them as streaming movies from the BVR site.

Or download the movies from JaboG32 site

http://www.virtual-jabog32.de/index.php?section=downloads&subcat=50&lang=en

Solution (b)
Watch all the training tracks whilst still at the basic v1.1 of FC and only when you are happy you dont need to watch them anymore do you patch up to v1.12b, I'd say most folks nowadays just watch the movies....