I'm not sure. These things happen from time to time. First, I'd try using the -nm and -show_err command line switches—the first to see if it fixes it (unlikely, I suspect, but maybe possible), the second to see if it tells you what's wrong. Create a shortcut to RomeTW.exe, then right-click on it and select Properties. In the Target field, go to the very end, after the quotation mark, and add a space followed by -nm -show_err. The line should now read something like:
"C:\Program Files\Activision\Rome - Total War\RomeTW.exe" -nm -show_err
See what that does, if anything.

-Simetrical