In case someone is like me and HATES all those little pesky and annoying adds and other videos every time you start up your game, this is for you. I hate them, in every game, and if there's a way to remove them, I will. The intro is a nice one, but after I have seen it many, many times, it just slows down the start of the game, so might as well remove it too.
Using the new extremely handy and easy to use Pack File Manager 1.3 program by LtChambers (see below for link) I was finally able to get rid of them all. So doing what I did ( again, see below), when you first start your game you will only get the first Total War screen, and then after its done loading, you will jump directly to the game menu itself. Faster I believe, and no more hitting ESC key over and over again.
1) Download and start the Pack File Manager 1.3 utility by LtChambers
http://www.twcenter.net/forums/showthread.php?t=234546
2) File Menu - Open File - movies.pack
3) Choose a Pack Action Menu - Change Pack Type - Movies
4) Click the [+'] sign in front of movies.pack in the list, and then the [+] sign in front of movies to see everything inside the pack file
5) Select the file 'ca.bik', then choose delete from the Choose a Pack Action menu. The 'ca.bik' file should now be grayed out
6) Select the file 'corei7_intro.bik', then choose delete from the Choose a Pack Action menu. The 'corei7_intro.bik' file should now be grayed out
7) Select the file 'game_intro_01.bik', then choose delete from the Choose a Pack Action menu. The 'game_intro_01.bik' file should now be grayed out
8) Select the file 'sega_logo_sting_hd.bik', then choose delete from the Choose a Pack Action menu. The 'sega_logo_sting_hd.bik' file should now be grayed out
9) File Menu - Save As - movies1.pack
10) Close the Pack File Manager 1.3 program
11) Go to the games data folder and move your original movies.pack file somewhere else
(I usually just make a new sub folder right there in the data folder and name it 'Original Files'. This way I have all the original files right there close by incase I need them later on)
12) Rename your newly saved movies1.pack to movies.pack
13) Enjoy an add and intro free startup of the game.
P.S. A big Thank You to LtChambers for his excellent Pack File Manager 1.3!