Hi nara shikamaru,
M:TW Gold Edition is evil when it comes to mod installation, as it, oddly, uses a different file-path to that of a non-Gold version which is what the installer is based upon. To install XL simply open up the installer and follow the instructions. However, when it comes to the point where is asks you where you want it installing too, change the default file path to "C:\Program Files\The Creative Assembly\Medieval - Total War - Gold Edition". After you have done that, press next and let the installer do it's magic!

Once it's compelted, load up M:TW, and enjoy XL.

Hope this helps you, cheers!