"it just freezes"? Which "it" are you referring to? The game, all of CrossOver, or your whole system?
"I have to shutdown"? Again, you mean you have to shut the game down, shut CrossOver down, or power cycle your computer?
If your whole system is freezing up and is unresponsive (other than the cursor moving and music playing), then that sounds like a window server lockup. That's typically due to a bug in the window server or graphics drivers, both of which are components of the OS which are beyond our control.
If a full-screen game has crashed or frozen, but CrossOver itself is still working, then you can use Command-Option-R to force CrossOver out of full-screen mode. Then you can use tools in the Manage Bottles window to shutdown the stuck game -- either the Task Manager on the Control Panel tab, or the Quit Bottle or Force Quit Bottle buttons on the Bottle tab.
If that doesn't work, you can try Command-Q to quit CrossOver. If even that doesn't work, you can try Command-Option-Escape followed by Return to force quit CrossOver.
If none of that works, then, as I say, that sounds like a window server lockup. It may help to upgrade to Snow Leopard, but I can't be sure.