It happens to me when i spend a lot of time on the battlemap. Then i hit Esc and go to save *crash* i find myself staring at my desktop, a nice painting of Gondolin, but not what i want to see at the time. What you do is before hitting Esc, hit ctrl+S for a quicksave. if you do that then hit esc and you crash, your game will have saved under the Quicksave slot so you can load it up and save it properly before moving on.