At any time, my morrowind just locks up, or closes the window. There is some disposition on when each happens though:
Lock Up:
It generally locks up when I cheat a lot, or I try to play saved games without the necessary plugins. Sometimes, it holds out for hours, sometimes minutes, occasionally seconds.
Close:
I can't find any real place when it happens, except when its just finished loading when I enter a interior. IE, I just started and was fighting in that Zanizpulu (...Or something like that. Whatever. It's a cave near Seyda Neen on that path where the wood elf with the scrolls of Icarian Flight is. It's the second one along the path actually... I love that guy and his hat btw
) I walked in, fought a little, then ran away. I healed, walked back in, and PRESTO, it closed to my desktop.I dunno what is it. It never seemed to happen on my old PC, but when I got a new (much, much, much better) one, it started.