I had this problem too.
Go to your C:\Program Files\Infogrames Interactive\Civilization III\Conquests\Scenarios\RAR\Art\Units folder and rename Ship Of The Line folder to Ship_of_the_Line (capitialization counts). Also, inside there's an .ini that needs to be renamed to the same.
If you load up the turn before the crash after renaming the folders, you should be able to continue on from the crash point.
Go to your C:\Program Files\Infogrames Interactive\Civilization III\Conquests\Scenarios\RAR\Art\Units folder and rename Ship Of The Line folder to Ship_of_the_Line (capitialization counts). Also, inside there's an .ini that needs to be renamed to the same.
If you load up the turn before the crash after renaming the folders, you should be able to continue on from the crash point.