RTW wasn't created to run on multi-core systems (even Skyrim only uses two cores) so speed is mostly limited to CPU frequency and HD speed. A 3.5 Ghz single core is faster than a 2.5 GHz quad-core, bear that in mind.

As was said above, moving units further than their maximum movement allows them lags the campaign map, just move another unit one tile and the lag will disappear.
You might also check here if setting the game to just one core speeds thing up.

Development for EB1 has stopped, so if you want to contribute you should post your informations and sources over at the EB2 forum.

XSamatan
VH for campaign and M for battle is recommended.