Umh, I had a similar problem once with Win98SE when hosting:
The source of the problem was a personal firewall, which produced a pop-up asking me whether I want to allow Dom2.exe to act as a server or not (which is should if you want to host a game). This pop-up blocked the game from continuing until it got a response (thus producing a continious black-screen). However, I could not notice the pop-up window since it was surpressed by Dom2 running in Full-screen mode and hence I did not respond...
...but reconsidering, that would not produce any crashes, so what I have written above is totally unrelated to your problem...
