Streety, I think know your problem. Only that it hasn't happened to me in PMTW (yet) but in XL IIRC when I fought an epic battle with the Byz against the Crusader States. After the battle was finished, the game would crash upon the first message of the new turn (the "province conquered" message appeared correctly), so I had to quit the campaign much to my chagrin. I don't know what to do in this case, either; I re-installed the game and it appeared again in BKB's super mod. It may have something to do with video drivers; there's a thread around discussing this issue (sorry, too lazy to look it up :) ).
hopefully you'll be more lucky in that than I am...