DirectX for Pre-Windows XP Games must be installed along with Europa Universalis - Rome before launching the game. If you install the game using the Crossover catalog, this will be handled for you automatically.
If you attempt to run EU:Rome without DirectX for Pre-Windows XP Games installed, the game will crash with a fatal error on the loading screen. It is likely that you will not see the error because it will be in a separate window underneath the main game screen.
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