You have to install EB in Rome - TW folder.
EB is not stand alone game it is a mod. It must be placed in Rome TW game directory.

Installer should complain if you try to install EB in wrong directory (one that doesnt have Rome TW.exe ).

I cant tell exactly what you did but MSS32.DLL is part of Rome TW install, something is really wrong with your RTW install.

I would suggest:
1. Install clean RTW copy in not "Program Files" directory.
2. Patch it to 1.3 version and then to 1.5 version
3. Install EB 1.1 in the same directory as RTW in point 1.
4. Install EB Trivial Script ( on by default, just leave it be )
5. Click "Play Single Player" shortcut in MenuStart -> Europa Barbarorum and enjoy EB.