Vue's always a wee bit quirky, it's great for rendering, but does have a reputation for being temperamental, especially when you start pushing the engine with regards to volumetrics and refraction, turning on physically accurate caustics almost inevtiably causes a crash on mine (not that this is a problem, since turning it on also increases the rendering time by a factor of about 4). It is, however, incredible for creating skyboxes using the sphere-mapped panoramic mode.
Edit: Also, I'm not 100% sold on it's OpenGL preview mode, that seems to cause problems as well :/