Hi there and welcome to TWC Forums!
Do not download the TATW.exe Installers into your M2TW folder, you can download them anywhere else on your PC, just don`t put them inside of your M2TW folder.
If they are already there, just right mouse click on them, press CUT, and, navigate to a NEW location where you want to keep these .exe files, and, right mouse click on that location, and press PASTE.
Then, run these TATW.exe Installers ( double mouse click on them), the Destination FOLDER needs to be THE SAME FOR ALL Installers, and it needs to be YOUR LOCATION of Medieval II Total War. That means, you need to do this:
open your main M2TW folder, right mouse click in the Address Bar and press: Copy address as text.
And then replace the Default Installation path in ALL TATW Installers with this one you have just copied ( Copy address as text ):
just select the Default installation path, right mouse click and press PASTE to replace it with the location of YOUR main M2TW Folder .
After that, navigate to your steam/... / Medieval II TW/ mods folder, and check do you have Third_Age_3 folder located there.
If you do have it, downlod and install this Universal Steam Batch file: http://www.twcenter.net/forums/showthread.php?661279
With it, you can launch your TATW mod.
Good luck!