Try copying your normal RTW desktop shortcut and at the very end after the quotes add "-mod:eb -nm -show_err" so the target looks like this:

Code:
"C:\Program Files\The Creative Assembly\Rome - Total War\RomeTW.exe" -mod:eb -nm -show_err
(may not be "The Creative Assembly")

If that doesn't work, it isn't the shortcut that is screwed up, try reinstalling EB and make sure it is definately in the right folder.