Oh, and another thing:
If a full-screen game crashes or hangs, you may get stuck. It should not be necessary to power down your Mac, though. Press Command-Option-R to force CrossOver out of full-screen mode, so you can access its menus. Then, you can use the tools in the Manage Bottles window to kill the stuck process(es): either the Task Manager control panel or the Quit Bottle / Force Quit Bottle buttons.
If for some reason that doesn't work, you can try force quitting CrossOver using Command-Option-Escape followed by Return.
If your computer really did totally freeze up, then that's a serious problem that can't really be the fault of CrossOver or any Windows program that it runs. It must be a bug in the Mac OS X kernel, some kernel-level software like the graphics driver, or the Windows Server. It might even be a hardware issue, like the GPU overheating. Even if, hypothetically, CrossOver were trying to freeze up your system, it's the OS's responsibility to prevent that.