OK - so I just had 2 Alien Fighters crash close to one of my bases. (2 Crash Sites)
Despatched DS and Killed all 5 Aliens at the first (closest) site.
Allowed Dropship to return to base for re-arming etc.. and saved game before despatching Dropship to the second Crash Site.
I lost 2 soldiers and decided to restart, but by using the Abort Game option instead of the Retry option.
When I selected the Options Screen and clicked on the Abort Button - The game froze up and this is what was on the console:
http://i50.tinypic.com/2it3xi.jpg(Sorry - not sure how to post image with thumb)
I have since reloaded the savegame and allowed 2 soldiers to be killed and used the Abort button again to try to reproduce the error without any luck.. I also reloaded the savegame and finished the mission by killing the aliens, but I didn't manage to reproduce the error in this case either.
I have made backup copies if anyone wants to have a look at the saved game files.