After I conquered Carthage with the Romans, I looked in my building list browser and clicked with the right button on the cavalry building, and than, when I saw the Elephant Auxilia I clicked with right button on it and I got a CTD! F#%$!
It`s a known issue introduced by the engine of rtw 1.5. Happens to all units that use a building conditional. In rtrpe`s case that means all the cavalry and skirmishers afaik. The only "solution" available to you is to not right click the units from the building`s info panel.
Btw, the problematic units have iirc the name of the building on which they depend(auxilia phase etc.) listed next to their name in the building info panel. That`s one way to know which to avoid.