Quote Originally Posted by Omanes Alexandrapolites
If you wish to continue the game past your conquest of Rome, then you firstly have to download the 1.2 patch from this location. I'm reasonably sure that your saved game will be made non-playable by this. The next patch in the chain, 1.5, may allow you to do this, but I still cannot guarantee that it will operate correctly.
Actually, you don't need 1.1 or 1.2 at all. Just go right from 1.0 to 1.3, then to 1.5. But, you must have 1.3 before you get 1.5.

Of course, if you've got BI (1.4), then install it over RTW 1.0, which auto-patches RTW to 1.3, then get the 1.6 patch for BI which also auto-patches RTW 1.3 to 1.5.