This would happen in Oblivion often when you quit the game. It would CTD and give an error. There was a mod called FastQuit that fixed it up and quit under the 2 second mark.
Not sure if this is exactly what your experiencing, but may be worth a look. May have something similar for Morrowind. Although FastQuit was an obse (oblivion script extender) mod and morrowind may not have had this. Check it out, no idea about Madden.