Try adding the show error code to your rome desktop shortcut. You can do this by right clicking on your desktop shortcut, going to properties and adding -show_err to the target line. Leave one space between the original stuff and the new bit.
("C:\Program Files\Activision\Rome - Total War\RomeTW.exe" -show_err)

This will hopefully tell you what's wrong, and if not post the error code here and we will be able to help you.