So, here it is, after following the sticky post instructions of installing RTW, then the expansion, followed with the patch and finally RTR - PE, I ended up unable to even access the loading screen.

When starting up, my screen is able to show the trademarks and logo screen, but soon after that it immediately jumps to desktop, un-allowing me to return to the game screen without it jumping back to desktop immediately.

I've experienced this problem before and have re-installed my video drivers, that seemed to work but not in this case. I have also tried re-installing WMP. Does anyone have any other suggestions, it would be appreciated.