1. I guess the game didn't update correctly...
You should uninstall it 1st (but keep your saved games & your key), and then re-install it.
2. Humm, it probably means it's crashing on exit... Did you see any crash window when you exit the game ?
Next time it happens, could you open your Tennis.ini and copy/paste the 1st section ( = [Display]) in the forum ?
3. Coz I'm now working on TE2008, and I added the wide screen support, then I also updated the menu system to handle it. TE2006 render engine hasn't been updated, but still, you can add this line in your Tennis.ini, under [3dEngine] :
It'll force the Aspect Ratio to 4:3 all the time.
All of this has nothing to do with the SP3 ...