That sounds like a memory leak to me. This might be due to EB, Rome or just some external application that is running on the background.

Does it get laggy if you start a new game and activate the background script? If it does, memory leak might be in RTW, or EB background script.

If it gets laggy when you load your game and activate the script there is probably something messed up in the EB script which is taking an awful lot of cpu or memory to handle.

It might be smart to check out your windows background applications. Just press ctrl+alt+del if you are running on windows xp or 2000 and see if some process is honking all your cpu or memory. If the memory and cpu is used by RTW, we know the problem lies inside the game.