I'm glad you got it fixed!
If anyone else has issues with this, or simply doesn't want the cutscenes:
- While installing the game, select "Typical" instead of "Full" and the video files will not be installed
- Go to your AOE Directory (Usually C:\Program Files(x86)\Microsoft Games\Age of Empires) and delete the "AVI" folder. This will remove all the cutscenes without damaging the rest of the game.