Are you able to reproduce the problem? And if you are, are you able to reproduce it using 4.3.4?
Today I was on my laptop using WinSCP. I had finished transferring any files so it was just sitting there idle when suddenly my power went out, as well as my internet (Laptop runs on a battery so it was still on). I then went to close WinSCP and when I clicked the 'X' I got the error "Invalid access to memory." I pressed okay and it did the same thing every time I tried to click the 'X'.
WinSCP Version: 4.3.3 (Build 1340)
Version of MS Windows: Windows 7 Ultimate x64
Transfer Protocol: SFTP-3
Using: GUI - Commander
Error Message: "Invalid access to memory"
Server Connection To: CentOS 5.6 x86 with OpenSSH 4.3