Let's start troubleshooting by ensuring you have the latest graphics drivers installed on your system (available from your videocard manufacturer).
Next, disable/reduce the game's Video and Effects settings, by doing the following:
Launch the game.
From the Main Menu, select Options, then select Video Settings.
Set Vertical Sync to Off.
Set Texture Quality to Low.
Set Enhanced Graphics to Off.
Click "Accept" at the bottom of the menu and a message will pop-up.
Quit the game and re-launch, in order to apply changes made to the Enhanced Graphics settings.
From the Main Menu, select Options, then select Effects Settings.
Set all Effects options to Off.
Return to the Main Menu, load your save, and start the Last Crusade.
Has updating your graphics driver and/or reducing the game's video settings allowed you to avoid the crash?