If the game loses focus from the operating system at any time you will crash immediately. Any one of a million types of programs running in the background can cause this to happen. Listed below are just a few of these programs that you should be aware of:
Any instant messenger program (AOL, ICQ, MSN etc.)
Any type of network performance software such as Windows Network Booster Printer software that may sit in the system tray and communicate with your printer such as LEXMARK software Net Nanny and similar net surfing monitoring products.
To resolve your crashing issue first attempt to disable this software.
If crashing continues an uninstall of the offending software may be necessary.
If you have a dial up modem connection see the KB entry entitled "I am experiencing some connectivity issues with my dial-up modem."