I have windows vista, but no partitions, so I did it like this: I made a folder named 'games' in the 'my documents' folder, and installed RTW there. After that, I installed EB into My documents/games/EuropaBarbarorum1.2 (I renamed it from Activision or The Creative Assembly or whatever)/Rome - Total War/

This way I avoid all the 'program files' problems that some people seem to have, and besides there are no hidden folders (like 'saves'). A third positive thing is that I can install any minimod there, but these are actually all advantages over not installing it to program files.

Anyway that's how I did it. Hope you'll manage to do something similar.