When I clicked on Project Options, Devcpp crashed.

This is the solution :

I found a work-around, turn off DEP for dev-cpp.

Since it took me some some time to find where MS had hidden that one,
let's add instructions for those who don't do this regularly:

------------
Right click 'My Computer' -> Properties -> Advanced
Select 'Performance Settings' -> 'Data Execution Prevention'
and then add 'dev-cpp' to the 'turn off' list.
And don't forget to select that new item.