I know exactly what is the problem. I myself have that problem. And no, you have no solution other than DRM-Free (read cracked, ILLEGAL) approach. I advise you HIGHLY, NOT to take that approach, even if there is no other approach.
Here are your options:
As you may have realized already, Steam installs RTW Gold and RTW Alexander in two separate folders, while the original cd's install both in the same folder. This causes a problem only if you wish to run EB using the Alexander engine. Normally, you would've installed EB 1.2 in RTW Gold folder, and copied over the "Alex with EB 1.2 ENGINE ONLY" files that Maksimus has prepared. Here is the problem: you can only play using RTW engine. NOTE: With RTW you may play online with the rest of us, fine, no problem.
If you really with to play with the Alex engine, you will need to install EB NOT in RTW Gold folder but rather in Alexander installation folder. Then when you run your Alexander mod:eb -noalexander shortcut you can play your single player game using the Alexander engine running EB. The only problem? You'll miss out on multiplayer action (as you won't be able to run EB with RTW). Why not? cause in Alexander folder there is only Alexander engine. In Rome folder, Rome engine. Indeed, you can only choose one engine to play with. Unfortunately, this is the case.
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