Viod56, if you are using the 32 bit version of Windows XP, you have a different issue. I need to see a DXDIAG output and a description of what leads up to the game crashing.
There appears to be an issue with Vista, and possibly Windows XP 64 bit, which we should have addressed in the next patch. Specifically, it has to do with going into the game's "Video Settings" and possibly when exiting the game.