I'm total UFO:AI newbie, but have you read this and related articles?
http://ufoai.org/forum/index.php/topic,3130.0.htmlI'm asking this as there is not much information to work with from your post, so it is bit difficult to provide appropriate help.
Anyway, one of the basic things is do you use 2.4 or 2.5-dev version and if dev version what is date of your dev version?
I had 1st Nov version that did crash a lot, then I downloaded only latest.zip (4th Nov) and put that into my UFO:AI program folder, now it crashes very rarely and I see there is already newer versions up, guys are working very hard with code it seems, so worth to download zip and install that as it can already cure your issue or make new ones as is usual with development.
Place where I got that zip (ufoai-latest-win32.zip for 2.5-dev version):
http://ufoai.org/snapshots/Then it is your hardware and driver versions, what model processor (cpu), what model graphics card (gpu), you can use cpu-z and gpu-z free programs to find out hardware of your system if not currently 100% certain, even cpu-z might be enough in your case as it does show what is your gpu also. After knowing that, making sure you have latest drivers might also provide some help.
For example, with my laptop, there is Core 2 Duo P8600 cpu and Radeon HD 4320 gpu, but instead of using mobility catalyst or HP manufacturer's driver, I put catalyst meant for 4 series of cards, version 12.6, works so much better from some odd reason.