No zip file was created tho, the screen just froze completely when the 'Exit' button was pressed from the Main Menu.
I had just beaten the game and had a Conquest Victory message on-screen. Then exited to the Main Menu and clicked the 'Exit' button. Have not yet tried to repeat.
debug.err file is here: http://pastebin.com/m658a0e94
dxdiag report is here: http://pastebin.com/m2a956369