EB and DirectX 9

[Tellos Athenaios]

Very odd, because Vista has (edit: both DirectX 10 and) DirectX 9.0c by default. <_<

Did you let RomeTW install its DirectX 9.0b?
First try to see if a re-install of DirectX 9.0c fixes the problems if not I think the issue lies with RomeTW and your Vista not getting along with eachother very well; so I'd suggest re-installing RTW. When you re-install RTW make sure to install RTW to somewhere under your home directory and forbid it to install DirectX 9.0b. Verify you have a working RTW install first, before attempting to install EB.