OK, I am mystified!
I side-loaded about 5 other e-books (from Project Gutenberg and other sites).
I tried them up.
Most simply worked, i.e. the margins changed.
Then I found one where the margins did not change but the Glo did not crash.
So, I thought, "OK, I'll make you crash".
I opened the book that I was reading before (that crashed the Glo) and started playing with the margins.
The margins did not change, of course.
But, to my surprise, the Glo did not crash either!?!
So, whatever the reason, my Glo is cured.
I guess self-healing software does exist!
I am still a bit uneasy that it did crash before (I could reproduce this at will all day Monday and Tuesday) but maybe my one e-book (badly formatted maybe) was feeling lonely and it misbehaved.
I don't know what happened but I don't think I'll exchange it anymore. I am very happy with the Glo and I think it is better than my Nook Touch in more respects than just for the light.
Thank you for your answers and for trying to help and I'm sorry for wasting people's time.
But it
was real! I even showed it to some people at work.