To pause the game the simplest way is to hit the space bar. Alternatively go to the Options screen and choose PAUSE.

After pausing exit the game. From what you say, it sounds like you left the game open on screen and still running. In such cases a problem with the computer (perhaps when going into "sleep" mode or when a screensaver kicks in) could interfere and cause your savegame files to become corrupted.
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To err is human; to arr is pirate.