The current Steam version crashes to the desktop from time to time, usually just after levelling up. I can't find any .dmp files and it doesn't seem to be obviously save file related (I can load and save games without crashing).
I am having this alot too. After you choose your new skill & click the 'x' to close the window, 1 in 5 times or so, it crashes. You can temporarily avoid this by pressing 'k' to close the skill window instead of the x.
Not sure if it's related, but I got a crash in OS X today as well (new game, level one) just after getting a quest reward screen. I reported that one via email together with the OS X dump report.
