chrmarker,
In DOS yes, a FAT partition or format is required on the media to save to the HD, USB or floppy disk.
In Windows unfortunately the log is stored in RAM and then you write it to disk after the tests complete. It the system locks up the log is irretrievable.
You raise a good point; it would be handy to have an active logging, the ability to write to a log file after the completion of each test. This would be painfully slow but in situations like yours a valuable tool. I will raise the point for Service Center 7.
The situation you describe, freezing on video tests in Windows but passing DOS tests, is indicative of a corrupt or incorrect video driver. The DOS product tests the hardware directly, with no intervening drivers. The Windows product tests the driver / hardware combination.
Try updating the video driver to a newer OEM version or a reference version for the card. If it is already current you may have to uninstall and reinstall to fix corruption.
-Fred