Safari for Windows is still beta, which means it has some bugs that have not been ironed out. This is a purpose of beta release: to get the users experience the product and comment on it, so the developer can have more information on what needs to be done before the final release.
You should remove the previous installation of Safari, and download a new installer (version 3.01) that fixes 3-4 bugs in Safari Windows. Updates, sometimes can be released as often as every 2 days and can be found either via Apple Software Update, or by logging on to Apple's site.
As for the error message, report it to Apple.