Have you applied the 1.3 patch yet? If not, try that.
If so, or that doesn't help, Please run DXDIAG, Save All Info, and post dxdiag.txt here (first delete everything after the Sound Devices section so it will fit). Also post your Rome/settings.txt and Rome/logs/system.log files. Note that if you use Vista and have installed the game in the suggested folder c:\Program Files\Paradox Interactive\Rome\, the active versions of these last two files will have been redirected by Vista to a non-system directory, like c:\users\[name]\appdata\local\virtualstore\Program Files\Paradox Interactive\Rome\. You may have to search your C: drive for them.