I'd be willing to bet you have some incompatible sound drivers.
I had this SAME EXACT PROBLEM after I got my surround sound headphones (USB).
To make a long story short, there were two versions of the headphones.. old and new. They both looked identical, but apparently have some hardware differences.
I had the old version, but they were shipped with the drivers for the new version.
The drivers installed perfectly, found the hardware, and worked perfectly.. EXCEPT when GVing in AH, causing lock ups when shutting off the engine (especially in the Panzer and the M3). Also would happen randomly in a GV, but usually when shutting off the engines.
I spent hours (tech support was a joke) and ended up finding the correct drivers hidden on their website with no direct link. A google search eventually led to me finding their FTP webpage with a bunch of drivers. After installing the correct drivers, all was good.
About a year later I upgraded my computer with a fresh XP installation. By this time I had long forgotten about this issue, and had to jog my memory because it was again locking up in GV's. Once I remembered it was pretty simple to fix.
I should add, these were LTB brand USB Surround Sound Headphones (USB), using C-Media drivers.