More related info:

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http://p223.ezboard.com/fshoguntotalwarfrm1

Another possible cause of this problem is that you don't have enough memory to run shogun. If you have an old computer with few RAM or you just have a lot of other programs running this might be the case. Shut off other programs to solve this. If you need those other programs so can't shut them off, increase your virtual memory. To do that, go to windows system configuration and click 'virtual memory'. In there tick the box 'choose your own virtual memory settings' and set the max and min number of virtual memory to the same amount of MB. 500 MB should be more then enough. Click ok and try running shogun again.

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Hope it is of any help.