If you are using weapon mods and the mods you have downloaded are older than the most recent patch, its most likely that is the problem. When Nexon comes out with patches, it updates the rez files in the game folder. When you put the downloaded files in the game folder, Combat Arms reads the rez files and can detect if files are missing. So the game might close unexpectedly because it cannot read the files. So you're game closing can be due to this reason.