I also seem to be having a problem with crashing to the desktop, but it's not quite the same. I've been playing a 1939 scenario fine until Nov. 8, 1944, when HoI suddenly crashes. I've tried it several times, all with the same result. I've already set my colours to 16-bit, and I don't have anything running in the background or in my system tray. I've also changed the avi folder to avi_back. None of this has had any effect, and the game just keeps crashing at that particular date. I'd really appreciate it if someone could help me out with this.
Some stats:
-1.04 patch
-WinXP Home
-120 MB RAM
Edit: I've installed the 1.06 patch, to no avail. The game still crashes on the same date every time.