Steam version - either option. "Quit" or "Save and Quit" will both crash the game. Also worth noting: never seems to save my starting preferences - resolution, music volume, or fullscreen. Probably because these values get written on exit? And my game crashes on exit?
You're on Paranoid Windows. Make sure that DoD has write permissions to where it's trying to save games and settings.
Right click Documents/Gaslamp Games/ folder, click properties, go to the security tab, and make sure that your user account has the 'full control', 'modify', and 'write' permissions checked. Running as admin should be enough, theoretically, but I had a similar problem with Diablo II.