(Add age3.exe into the DEP exception list)
under "System" in Control Panel. Goto "System Protection". Under Advanced Tab, click on Settings under Performance. Click on Data Execution Prevention tab and add the age3.exe into the exception list. Then click ok.
(Run the game as administrator)
If you got error about writing logs in the AOE3 directory, right click on the shortcut. Under the Compatibility tab, check the "Run this program as administrator". Then click ok.