Lady_Rain, I was checking some of the configurations for my graphics card. In a list of features it said that I had Windows XP Server Pack 1, while I could have sworn I installed server pack 2 already. I immediately thought of what your first advice was and I installed that patch. Result: no crash anymore upon exiting the game!
I'm sorry for putting you through the trouble of coming up with other suggestions, but thanks again a million for all your help! <img src="/ubbthreads/images/graemlins/kitty.gif" alt="" />

I salute you <img src="/ubbthreads/images/graemlins/wave.gif" alt="" />

I am in blood
Stepp'd in so far, that, should I wade no more,
Returning were as tedious as go o'er.