The movie background with the soldiers marching is, quite frankly, boring. Luckily, the game comes with a never-before-seen movie (a promo movie that was included with the demo) that works well as a background. You can put this in in just a few easy steps.
1. Download and install the RAD video tools, found here.
2. Navigate to the folder where you installed the RAD Video tools and double-click on the radvideo.exe file.
3. Browse to your Medieval II Total War folder.
4. Then enter the "data" folder.
5. Enter the "fmv" folder.
6. Click on the demo_mtw2_campaign.bik file.
7. Click "Mix in sound" (It's one of the buttons at the bottom of the window).
8. In the "Sound file to mix" box, enter "-" (without quotes).
9. In the "Output file info" box, browse to your Medieval II Total War/data/fmv/menu folder and select the Dump0000.bik file. BE SURE TO MAKE A BACKUP OF THIS FILE BEFORE PROCEEDING!
10. Click the "Mix" button.
11. Enjoy your new background!