Ok, so there is a common bug in the game that causes it to crash after Alice leaves the first Radula Room in Chapter 3. This is the Radula room that's in the Vale of Doom part of the chapter, and in which you have to solve a (very easy) riddle.

There is AFAIK no way to actually fix this crash, but there is a way to work around it: Set the Game's PhysX to Low.

So, this is what you do:
1): Get to the Radula Room. The Game will autosave when you approach it.
2): Exit the active game and go to the main menu.
3): Go to Configuration and then to Video.
4): Set PhysX to Low.
5): Exit Video/Configuration and continue game.
6): Enter the Radula Room, answer the Riddle (again, it's a really simple one, but just in case: the answer is Dreams) and pick up the Rose Paint Jar.
7): The game will automatically have Alice leave the Radula Room (this is where the crash would occur if PhysX isn't set to Low) and autosave.
8): Exit the active game and go to the main menu, Configuration/Video; Set PhysX to High, exit Video/Configuration and continue game.

And that's how you avoid this crash! :-)

Note that this is the only Radula Room which has this bug, so don't worry about having to repeat this procedure at other places.