We'll start with ye'ol Hitchhiker's Guide to the Galaxy Advice: "DON'T PANIC!"
When your game crashes, in many cases it produces a "Dump" file that will give the developers more information about what occurred at the time of the crash.
To get your crash looked at in the most efficient way possible, please follow the advice below from @Dee
The best crash reports are formatted like this:
1. Zip up and attach the .dmp file to your post
2. Zip up and attach the save files, if you have a save near where you experienced the crash
3. Describe the exact steps (preferably in list form) you took to reproduce the crash. If it happened during dialogue, we need to know which dialogue options you chose. If it happened when casting a spell, we need to know what spell it was and whom it was targeting.
If we don't have all of those pieces, it's much less likely that we'll be able to fix the problem.
In the same location as your Saved Games reside (My Documents Folder on Windows Typically) you will find a crash (or crashes) directory. In that will be a .dmp file from your crash.
Take your saved game (The entire saved game directory in your "saves" folder) and the Dump File from the Crash folder and zip or rar them together. Create a new thread on the forum here with [CRASH] in the title and, as @Dee
mentions, make sure to follow step 3 above.
-- Update 12/29: --
Another piece of advice, provided to me which makes quite a bit of sense. If you're getting a crash, please restart the computer you are playing on after updating the game client from the launcher you use (Steam, Beamdog, etc.)
There have been a couple threads indicating crashes after installing the game that seem to have been fixed by a reboot after installation. If you have updated your game client and are experiencing random or not so random game crashes, please try rebooting your computer to see if that clears up the problem.