For Example, once, I played a regular ctw campaign as Germans and here is what happened:
By the Industrial Age, I owned all of Europe (except Russia which owned all of Asia). After a successful defence against a mass Russian attack, I have decided to invade the Mighty Russian Empire at their capitol (they had 1 army present and 2 reinforcements). The battle was brutal (we didn't attack until we reached Modern-WW II-age and then both sides begin a full attack) and it lasted for more than 1 hour (I even thought about posting this great classic story of Germans vs Russians in the War Stories section).
Anyways, after a long hard battle, I begin winning as my air and missle attacks really start to cripple their economy (if I won, it will be a great success for me because the Russians used "Trade Embargo" on me with 2 reinforcements). However, the game ends in a disaster! At the last 10 minutes, my army of 20 Volksgrenadiers, 5 flamethrowers, 2 supply wagons, 2 generals and 7 Tiger Tanks killed off the last defending Russian defence force.
As my army moves into the Reduced Moscow for the final kill, the game CRASHES with the "Gathering Exception Data" message along with my report error message. I have to reset the whole computer again for this problem.
Now, I understand that there are a lot of cases this message would appear, can anyone please tell me what my case would be and how to fix it?