In case anyone else runs into this problem here is the solution.

The customer has XP Pro SP3 32bit as well as .NET 3.5 and AutoCAD MEP 2009 SP2.
I made a DLL in VB.NET using VS 2008 and I was not able to reproduce this crash in my test environments.

Eventually the customer found that he had placed the DLL on a network location and that was causing this error.