It seems Code::Blocks is silently crashing, or hanging, just before it saves your settings (that explains that popup too).
Code::Blocks should save a crash report file (codeblocks.rpt), but I don't know where it's saved in *nix systems. I would expect it to be saved in ~/.codeblocks, but once again: I don't know. I'm not even sure if it's saved in *nix systems
I've had that kind of problems when running it on Linux, but I haven't used it long enough there to even try to find the cause and a good way to reproduce it.
Could you try running it through gdb and post a backtrace if you find anything?