It looks like I again did same mistake with Gammu and python-gammu binaries - they started to crash randomly. It was again caused by fact, that they were linked to two C runtime libraries (msvcrt.dll and msvcr70.dll). I should make some automated check for this to avoid uploading so broken things, but I don't know any command line tool which can list DLLs which are required by exe and which works on Linux (Wine is okay too). Anyway the binaries has been just recompiled and uploaded, so if Gammu or python-gammu crashes for you, please download new version.
PS: Thanks to Olaf Leidinger, now I know how to check it automatically:
/usr/i586-mingw32msvc/bin/objdump -x filename.exe | grep "DLL Name"