If you go to your RTW directory using Windows Explorer, you should be able to see both RomeTW.exe and a folder called EB. If there is no EB folder there, you installed into the wrong directory. I'm pretty sure you did. If there is no EB folder there, copy the full path you're in, and paste that as the installation path for EB when you do it again.

The Anthology version may install into another directory than the default EB installation directory, you see. You need to be absolutely sure they match.