the easiest way to fix this is to:

A) make sure that R:TW is not in program files since you are using vista(i have one too :P) if it is in program files orprogram files x86, then uninstall and reinstall rtw. this time, install it to

C:\Games\Activision\Rome-Total War\

this will ensure it works. install the patches and EB to that exact file name. now, there are 2 ways you can ensure you have a working shortcut. either:

A) downlaod EB 1.0 and then install 1.1 and 1.2 over it. this will automatically give you a shortcut in the start menu that says something like "EB single player" or something like that.

B) install trivial script when you go ot install 1.1. this is a little harder though.