Hello everybody!
In this my first message I feel I must first congratulate (and thank) Allin and Riccardo for the support to this wonderful adventure that Gretl has become; and all the rest of 'open hands' that gives breath to the sail of this swift boat.

I install Gretl 1.9.12 in a desktop (Fujitsu Siemens, Win XPPro 32-bits SP3, Intel Pentium 4550, 1 Gb RAM) and in a laptop (ASUS, Win XPPro 32-bits SP3, Intel Mobile Core 2 2Ghz, 2 Gb RAM)  and couldn't replicate Manny´s problem nor Hèlio Guillerme's.

I expect not to add noise in this search for a solution to Manny´s question because my inexperience (or ignorance), but I have also a crash with my desktop Windows XP trying to 'pseudo-simulate' a normal bivariate distribution with 3000 observations and to program Mardia´s test.

When I run this script in my desktop for 200.000 loops (modifying 3th line), it always crashes. I suppose that´s a problem of memory enough cause in laptop it runs ok 1.000.000 loops, and Manny´s question seems a problem of graphics specification but Gretl never crashes until I install all the Function Files from server. The installation of some function file could affect the graphics behaviour of Model menu option? Sorry if it´s a stupid idea.
The script was:
nulldata 3000
ProbMardOm=0
loop i=1..100000 --quiet
    matrix Matriz1=mnormal(3000,2)
    if det(mcorr(Matriz1))>=0.99999999999999
        Datos=(Matriz1-ones(3000,1)*meanc(Matriz1))*(inv(mcov(Matriz1).*I(2))).^0.5
        series X=Datos[,1]
        series err=Datos[,2]
        matrix Chol=cholesky(inv(mcov(Datos)))
        A=vec(Datos*Chol*Chol'*Datos').^3
        Asimetr=A'*ones(9000000,1)/(3000^2)
        K=diag(Datos*Chol*Chol'*Datos').^2
        Kurtose=K'*ones(3000,1)/3000
        MardiaOm=(3000/6)*Asimetr+3000*((Kurtose-8)/8)^2
        Prob=pvalue(X,5,MardiaOm)
        if Prob>ProbMardOm
            ProbMardOm=Prob
            X2=X
            err2=err
        endif
    endif
endloop
print ProbMardOm
corr X2 err2
... but please don´t waste your time in solve my problem. Don´t worthwhile. And yes!, you can laugh if you want,  :-D :-D :-D  (suppose it could be done in a more efficient manner)... Maybe if I learn someday how hansl can be used and their commands power.
Many thanks Allin and 'Jack'
Juan C. Estévez
Universidade de Santiago de Compostela (Spain)

P.D. Oh!  Can I contribute to Gretl translation? Who can I send a translation when I finished it?
I have 1/3 of gretl.po translated to galician (the 3th spanish 'cooficial' language like basque and catalan).
Sorry for my English, I guarantee my galician is a little better. :-D