Transferring a normal unit, say the Sarmatian Auxiliar, should work fine, just follow the tutorial of how to add a new unit.

I suppose it is special with the crossbow animation, but simply copying the whole animation folder of BI to RTW should do, I think BI added some extra animation sets (skeletons, the fs_something) but didn´t get rid of older ones, though I´m not sure there. And you have to add the crossbow projectile in decr_projectile (there´s more than one, safest bet is to add it to all of them) and descr_arrow_trail_effect (the same goes here).

The BI exe, by the way, has nothing to do with your problem. This would also happen if you just added a crossbow unit and had started with the usual RTW exe. The BI exe is only something you need if you want units capable of swimming, the Schiltron formation or Hording (and probably some more stuff which I don´t recall right now).

You would not need it for religion to work, or night battles.