Well this is how it should be done:
Download the latest version and unzip it to your desktop1. Navigate to your main Rome - Total War folder.
2. Move the folder titled "europa270bc" (310bc) or "mm3" (270bc) or "modfolder" (275bc) or "my_mod" (280bc) into the main Rome - Total War folder. (You do not have to rename the folders)
3. Go to your desktop and make a copy of your Rome - Total War shortcut.
4. Rename the shortcut(s)
5. Right click on the new shortcut and click on Properties and then the Shortcut tab.
6. In the target line, completely AFTER everything in quotes, paste this (with the space in front): -show_err -mod:europa270bc (or -mod:mm3 or...)
7. Close everything up and you're good to go.