I get an error: exception type: access violation
when I try to enter Laki'ahn from the Great Shaft linking book.

Has anyone else seen this and know how to get around it?

Try re-installing EoA from a clean boot as detailed in Myst V: Clean Boot Install/Re-install With Win XP, one of the stickied topics at the top of this Forum.

Also, be certain that you're logged into Windows with full Administrator privileges before starting EoA.