Try reinstalling DirectX that should work. D3D8.DLL is a driver that gives support for DirectX 8. However, I think you need the lastest version of DirectX to run Rome Total War. DirectX should be on your R:TW cd. If not go here to get it.
http://www.microsoft.com/windows/directx/
Let me know if this helps. If you keep getting this error post your OS and what video card your using