Alpo... I think the problem is that you need to either open an existing terrain file, or create New from the menu. Do this before anything else. You can't just start working, and Save when you're done... you have to Save right off the bat.
I had this problem before Aurelius pointed this out to me. Hope that helps.
Sixpence... running XP Home here... no crashes, but I haven't used the Check command in a long time.