Couple initial questions:
1) How high is your CPU clocked, and
2) What are the exact conditions of the close? Does it just disappear completely without warning? Or does it give you a blue screen, illegal operation, etc?
I've experienced this kind of thing when my CPU was overclocked too high, where the window would just simply disappear without warning, and I could start it back up no problem.
oh,
3) What kind of cooling do you have?