Apparently when the comment's cid is zero (as in the case of previewing a comment) the widget renders anyway. This causes the vud_widget_proxy function to receive a null value for $content_id. Later code is confused by this condition, resulting in a huge mysql query (likely) and an out of memory error when the module tries to load the array.
The simplest fix is to add the following line to vud_widget_proxy in vud.theme.inc:
$content_id *= 1;
However, this results in a widget that can be used to vote on Comment #0, which is nonsense. It would be better to show a disabled version of the widget, or not to show the widget at all.