An illegal operation is what happens when a program tries to write to a piece of memory that it's not allowed to, write to a file that doesn't exist, to name a few causes.
In windows, a box saying This Program has Preformed an Illegal Operation will appear. This box has two or three buttons. If an illegal operation occurs, click on the box labeled Details>>. The box will expand and in the new section it will say something line "An error has occured in module ...." Please email the author with the error and the module in which the illegal operation occured at email@example.com. A list of other things to include in the email can be found here.