I hope you play the patched version, because the unpatched version always crashed when closing F3. Strange that this still happens, it was fixed with the first patch.
Edit: Now that reminds me, this might also be caused by an outdated GfWL Client. I had that problem once with Gears of War, and what solved the problem was just installing the latest GFWL Client.
http://www.microsoft.com/games/EN-US/LIVE/...s/livejoin.aspx