illeagal operation

Whenever I am working on a program or
browsing on the internet,many a times
I get a warning as follows:

This program has performed an illegal
operation and will be shut dow.
then when I click ‘close’
I get the message:
ddhelp
An error has occured in your program,
to keep working anyway,click ignore
and save your work in a new file.
To quit the program,click close,you
will lose all information you entered
since your last save.
Please explain the reason for the
above and also the remedy.

THANKS.