Correct install path and right scripts paths
You can check to verify that you have installed everything correctly by going to the Medieval II Total War\mods folder, open it up, there should be only one folder called Third_Age_3 (Unless you have multiple installs). After verifying only one Third_Age_3 folder, open that folder up (the Third_Age_3). There should NOT be another folder called Third_Age_3. If there is ...... start over.
Probably a problem during install, check if all the files are in the right map, and not in some duplicate map (e.g. medieval II in the Main medieval II map) in that case you have pointed the installer to wrong map. simply copy and paste the in content to the right maps.
Second check the TATW and the third age files to see it they point to right map. use notepad+, see my older post in the spoiler
Sounds like a faulty install. You could check to see if the batch files point to right map.
What you need to do:
1) first get notepad++ (http://notepad-plus-plus.org/) you use this to edit files, normal notepad is far harder to use, simple things can be done, however complex stuff will get messed up.
2) find the files Third age (batch) and TATW (CFG file)
3) open them with notepad, and it should like a bit like this: ( this is the Third age (batch)
cd ..\..
start kingdoms.exe @mods\Third_Age_3\TATW.cfg
cd mods\Third_Age_3\
wscript G5BAISwitcher.vbs
exit