My first attempt at the download failed, the file was corrupted. This is where the unlimited part of the connection that I've been so keen about helped - I simply downloaded the file once more.

I have a fairly decent computer to run this on, but it looks like it's getting old now. High resolution, high quality and high frames rates - it's starting to get difficult to get all of these together. AOE3 runs just fine at the lower settings but obviously doesn't look as good as it is capable of.