Uhm... if it's impossible to play as Rome and have a challenge, there's no way to make it challenging. Even if you write "make" in caps. So in other words, you're asking us to do help you do something that, by your own words, cannot be done.

Anyway, you could of course make your own soldiers cost much more to train and keep. You could also edit the script so that when you get more than x money, y money will be removed from your coffers until you've got less than x again. Or you can take off those Romani blindfolds and try another faction. If you won't edit this, and won't just choose to wait with creating a new army, and won't play as another faction, and... just... won't... then this thread serves no other purpose than for you to mask your bitching and whining about there being no challenge under the guise of a plea for help.

I'm sorry if I'm being too much of a Frank here, but it just feels too much like you're complaining about a problem that you've brought on yourself.