I've got this problem before, and I found out it was more to do with my sound card settings than my 3D card settings (Which i thought were the cause.)

What I did (I'm using XP and playing WE btw) I went to start, settings, control panel and selected 'Sounds and audio devices' go to the audio tab, click on advanced in the default device, perfomance and then set the 'Hardware acceleration' to basic accleration or no acceleration. This fixed the crashing problem, and since I used full install I disabled the throne room.
If you want to listen to all the advices outside the game you can browse the STW folder and play all the sound files.

Hopes this helps