For me it was a similar solution i.e. getting the latest drivers for my video card and using Dirext X (use version 7, not 8, I installed 8 with no worries but a lot of people have had problems with that alone).
I also uninstalled the games and reinstalled them into c:\age of empires, rather than c:\program files\age of empires. This was some advice Daruis sent me after contacting MS and that's what they told him, though why the directory you install it into makes a difference I don't know.
Anyway it helped a bit but it still kicks out to the desktop on saved games when you try to reload them, but at least it hasn't kicked out mid game for a while.