I think this is a problem with your machine/network. Email support along with a step by step guide of what you do when trying to play. Also attach a support report so we can check your installation and Rome error logs.
1.) No, but you can cheat to grab some extra cash
2.) I think it is fairly arbitrary you can't always have this option it depends on your situation, what your faction is and what faction you are trying to ally with.
3.) Yes but it is not a supported option (although we have used it in the office without problems). Look in the Rome preferences plist file (Read the FAQ on the DVD if you don't know where this is) and find the fullscreen=1 and change it to fullscreen=0 you now have windowed mode.
3.5) Not heard anything about performance issues if you email support with your thoughts and a support report so we know your machines spec we can look into it.
Edwin
Hi there

,
I opened my Rome preferences plist file but there is no option "fullscreen = 1". Do I need to type it in the text edit or am I just looking at the wrong file? I downloaded it via the app store and my setting are the following:
SAFE_REFRESH:TRUE
USE_TRIPLE_BUFFER:TRUE
USE_WIDESCREEN:FALSE
SUBTITLES:FALSE
MORALE:TRUE
FATIGUE:TRUE
LIMITED_AMMO:TRUE
SUPPLY:TRUE
FOG_OF_WAR:TRUE
RESTRICT_CAMERA:TRUE
DEFAULT_BATTLE_CAMERA:RTS
EVENT_CUTSCENES:TRUE
SMOKE:TRUE
DESYNC:TRUE
SPLASHES:TRUE
GLINTS:FALSE
REFLECTIONS:FALSE
SHADOWS:TRUE
VEGETATION:TRUE
DETAILED_UNIT_SHADOWS:TRUE
GLOSS_MAPPING:FALSE
STENCIL_SHADOWS:TRUE
MULTI_TEXTURE:TRUE
AUTO_SAVE:TRUE
SHOW_BANNERS:TRUE
UNIT_EXPERIENCE_UPGRADE_EFFECT:TRUE
UNIT_SIZE:80
MASTER_VOL:100
SPEECH_VOL:100
SFX_VOL:100
MUSIC_VOL:70
CAMERA_ROTATE:50
CAMERA_MOVE:50
CAMERA_FOV:75.000000
ENABLE_AUDIO:TRUE
ENABLE_MUSIC:TRUE
ENABLE_UNIT_SPEECH:TRUE
DISABLE_BACKGROUND_FMV:FALSE
DISABLE_ARROW_MARKERS:FALSE
AUDIO_3D_PROVIDER:Miles Fast 2D Positional Audio
CLOUD_TRANSITIONS:TRUE
GRASS_DISTANCE:75
AA_QUALITY:AA_LOW
STRATEGY_RESOLUTION:1280x800
STRATEGY_MAX_RESOLUTION:2048x1536
STRATEGY_32_BIT:TRUE
BATTLE_RESOLUTION:1152x720
BATTLE_MAX_RESOLUTION:2048x1536
BATTLE_32_BIT:TRUE
UNIT_DETAIL:ULTRA_HIGH
BUILDING_DETAIL:ULTRA_HIGH
TGA_CAPTURE_WIDTH:1024
TGA_CAPTURE_ASPECT:1.333333
TGA_CAPTURE_INPUT_SCALE:1
TGA_CAPTURE_RESERVE_SPACE:FALSE
LABEL_CHARACTERS:FALSE
LABEL_SETTLEMENTS:TRUE
MINIMAL_UI:FALSE
CAMPAIGN_MAP_MAX_SCROLL_SPEED_MIN_ZOOM:30
CAMPAIGN_MAP_MAX_SCROLL_SPEED_MAX_ZOOM:30
FIRST_TIME_PLAY:FALSE
ADVISOR_VERBOSITY:3
MUTE_ADVISOR:FALSE
BLIND_ADVISOR:FALSE
CAMPAIGN_MAP_CAMERA:FOLLOW_AI_FACTIONS
CAMPAIGN_MAP_SPEED_UP:FALSE
CAMPAIGN_MAP_GAME_SPEED:99
DISABLE_EVENTS:0
MICROMANAGE_ALL_SETTLEMENTS:FALSE
ADVANCED_STATS_ALWAYS:FALSE
UNIT_USE_SHADERS:TRUE
TERRAIN_QUALITY:HIGH
EFFECT_QUALITY:HIGHEST
VEGETATION_QUALITY:HIGH
KEYSET:0
UNLIMITED_MEN_ON_BATTLEFIELD:FALSE
CAMPAIGN_MAP_CAMERA_SMOOTHING:TRUE
CHAT_MSG_DURATION:10
USE_QUICKCHAT:FALSE
GS_PIDS:FALSE
GS_PIDS_FULL:FALSE
GS_PIDS_CUR:TRUE
ALWAYS_LOGFILE:FALSE
TIMESTAMP_LOGFILE:TRUE
32BIT_UI:FALSE
GS_LOG_RESULTS:FALSE
CHAT_COLOURS:name=ffffa0,private=ff7707,game=94aadc,public=fff777,system=ffffff,lobby=fff777,setup=94aadc,playing=ff0707
EDIT_SETTLEMENT_NAMES:FALSE
Hence no "fullscreen". Please help and thank you in advance.