Please send me the saved game (Just zip the folder called, for example, Save1 - if it's the first save - or Save2, etc) to email@example.com and I'll take a look at it. That applies to MIGMaster too. Any saved game which causes an Exception Access Violation, please send it to me, and I can make sure that it's already been fixed, or fix it if it hasn't.
I can't reproduce a problem loading mission 6, and I've had a lot of emails from people playing missions much further on, so it's hard for me to guess what's going wrong with that. I can say for certain that SST cannot and does not do anything which can cause a blue-screen, and that this can only be caused by a problem with DirectX or a problem with your videocard drivers. The game wouldn't function at all if you didn't have DirectX updated, so I recommend updating your videocard drivers, if that's possible. I can certainly understand your concern about playing when this is happening, but SST simply doesn't access anything low-level enough to cause a blue-screen. I can, and will, do my best to fix the loading problem, and when that's fixed, whatever is causing the blue-screen won't have the opportunity to do so.