Problems opening game

Hey,
I've been playing Rome: Total War for the past two years, and decided the other day to try my hand at some of the Mods. So I downloaded EB last night, and saved it in its own folder. When I click the file, the usual pop up warns me about opening files whose publisher can't be verified, which I ignore and click run. And then nothin happens. I've tried it a number of times now. On one attempt, a message popped up saying I needed some DirectX download to play. Problem is though, I know next to nothing about the technicalities of computing etc, so have no idea what a DirectX whatever is, and whether I even need one. So any suggestions would be appreciated. There's nothing worse about getting hyped up about a new gaming experience, only to be stopped short in your tracks like this!! Thanks in advance,

Einhard.

Ok, I've managed to get the install guide up and running, but am still having difficulties. After clicking "Next" a few times, I arrive at the screen displaying the folder in which EB will be installed. The folder is C:\Rome- Total War. I click "Next" again but an error message pops up immediately. It reads:
Destination directory is not valid. Please choose folder where Rome TW was installed. So you want to proceed (click yes if you have expected this error)?

I have no idea what to do at this stage. I clicked Yes to see what would happen, and the installation went ahead seemingly without any problems, but then once it's finished, it goes full circle back to the start again. I've managed to get csome EB icon on my desktop, but that's just a screenshot of a map, and a few options on top that don't seem to do anything. So I'm stumped. Anyone have any ideas? Thanks

Einhard.

1) Is there an RTW folder in your "C" directory? Or are you just citing the default option?

2) Are you using Vista? This might cause some mayhem.

As Athanaric hints at, you need to install EB into a folder where there exists an RTW installation. You can read more in the installation guide, as well as find more details in others' posts concerning the same problem (not knowing where to install).