Yes. Forget crappy emulation software and boot into the real thing, namely: Windows. Maybe Stalker's copy protection won't work in Crossover, maybe it's a DirectX issue, maybe something else. We probably won't ever know and we shouldn't care either. Buy a Windows license, create a Boot Camp partition and simply play the game on the system it was written for.
(And don't forget that STALKER is an extremely buggy game, no matter how many patches they throw at it.)