There are a several random memory access bugs in AOE and ROR, that can cause crash to desktop during the game with no apparent reason.
They are more likely to happen in more complex games (big maps, many players, lots of units...)

I try to fix most of these bugs in RockNRor (for latest patch version of ROR), however it's hard to tell if your issues are linked to this.

You can try using rocknror just on a single player game and see if the issue persists, to get a better idea.
The crashes I fixed happened quite frequently when there were many units/fights/etc, but in your case it's seems really systematic and early in the game.

If it's not related, then I'm afraid you'll hardly get any help on this (this kind of crash is just too complex to analyze, especially if not reproducible on other machines than yours)

Try upgrading to the RoR 1.0a patch, or downgrade to an earlier version (1.0), you can find these under Patches in the granary download section. Then try the game with either upatch or rocknror again. If it still crashes, reinstall the gpu driver/the game. Also you can try to upgrade/downgrade directX driver.