OK, here's some tips, hoping they can help someone in the future.

1) At the beginning, I had two folders in C:\Program Files\Activision: Rome - Total War, the clean RTW folder with BI installed (so 1.5 version for RTW and 1.6 for BI) and his copy, renamed Europa Barbarorum, in which I had installed EB (that's why I had given it that name). But, if you read my previous posts, for some unknown reasons, I couldn't get working EB. So I removed it with Revo Uninstaller (it's a software for uninstalls in depth) and installed EB again, this time in the original folder. The MOD ran fine.

2) As I wasn't completely satisfied (I wanted to leave the original folder untouched, so I could use it to make a copy whenever I needed to try a new MOD), I removed EB again, RTW and BI included, because I had installed it on the main folder this time. So I reinstalled the game and the expansion then, updated them to 1.5 and 1.6 and created the usual copy as the first passage. Basically, I went back to the start (as the Coldplay's song, The Scientist ), the only difference was that this time I renamed the original folder (Rome - Total War) as RTW vanilla and the copy as the original (Rome - Total War). See the image below.



The whole thing worked, now I have EB running on the folder copy, and I can use the original folder to play RTW or BI vanilla or to make another copy for when I'll want to play a different MOD. I don't know, but guess the problem depended on the name folder, when I used "Europa Barbarorum" the MOD didn't work, when I used another name (in my case "Rome - Total War", but I think any other name goes well anyway) it worked.

If someone has better explanations, feel free to write.