Go to the Start menu > Programs > Chaos Group > V-Ray for 3dsmax > Tools > VRImg to OpenEXR converter.
This will open a command prompt, which will stay open with a list of all options for vrimg2exr. All you have to do is type
vrimg2exr d:\path\to\file\image.vrimg
Where you need to replace the actual path and name of the .vrimg file.
As for the particular crashing problem, it would appear that the run-time libraries used in 3dsmax 9 have a somewhat worse (although perhaps faster) memory management system than the one used for 3dsmax 6-8. This means that scenes that rendered in max 8 and were close to the memory limit are more likely to fail in 32-bit max 9. On 64-bit 3dsmax, there is no problem, of course.