Hi and welcome Corky_123,
I'm sorry to say that you are running a version (1.0 or 1.1) which does not support campaign continuations. You can allow this feature, but I'm not too sure if your save game will be playable after the patching process is complete.
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.
Alternatively, you could conquer the map, and leave Rome alone till later on when you have conquered the whole world. If you want, you can also tactically surround Rome with troops, a small army on each tile adjacent to the city, to prevent any men from leaving their settlement as shown:
A A A
A R A
A A A
Where A stands for your forces and R stands for Rome.
Hope this helps, cheers!
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