The screenshot is then stored in either "C:/Program Files/Activision/Rome - Total War/tgas" if you have standard R:TW (not Gold) and in "C:/Program Files/The Creative Assembly/tgas" if you do have Gold.
It will be numbered.

Then host it on imageshack or a service like that.

then wrap IMG quotes around the link. (If you use imageshack, it will be the last link) so it will look like this (without the *):[*IMG]linkgoeshere[/*IMG]