WHDLoad won't crash if it can't find the right DEVS:kickstarts files. It's smart enough that it will actually give you an error message "Hey, can't find the Kickstart files, yadda yadda", assuming you're using at least a semi-updated version.
If it's just outright "crashing" (i.e., black screen, won't respond to any button presses including the "quit" key), I'd look into disabling AUTOVEC, NOMMU, and all of the other options in the game tooltypes. I've found that a lot of games are more likely to run on my A500 (with a 68030), than my A2000 (with '040, graphics card, etc.). With the proper tweaking they can usually be made to run, but sometimes it's a hassle (i.e., some games are more likely to run if I switch my Workbench from a P96 screenmode to a standard screenmode, disable TCP/IP stack, etc. beforehand).
Good luck!
