Try this.

Create new folder on desktop; save the download to this folder (New Folder)

Inside the folder on desktop create a new folder; direct whatever unpacker you use to unzip into New Folder 2

Inside New Folder 2 is a readme and a .pack file; right click the .pack => copy; open Steam folder => open
SteamApps folder=> open common folder => open total war shogun 2 folder => open data folder => right click somewhere clear and select paste.

This is under WinXP btw