Those "errors" are normal and nothing to do with your problems.
Can you confirm that d3dx9_41.dll exists on your machine? It'll usually be in a system folder, but just search the whole disk.
Edit that settings.txt again, and change master_volume=-1 (that's minus one) . That will disable all sound, if that helps you have a problem with your sound driver or a rogue codec.
If none of that does anything, try this: copy the whole Rome directory structure to somewhere new outside the system path (eg c:\games\rome-test ). Being Steam, you won't be able to run romegame.exe directly as it will object, but you can install the new 2.35 beta over it (so that it overwrites that file and others), and then manually run romegame.exe from there - see whether that works.