'Alexander' is the data folder for the Alexander the Great expansion pack, 'BI' is the data folder for Rome: Total War: Barbarian Invasion, and 'data' is the data for the original game. You should see the folders 'BI', 'data', and possibly 'Alexander' if you have that expansion pack. Go into 'Contents', then 'Resources', then 'Data'. Right click your Rome: Total War app and click 'Show Package Contents'. 'RomeModSetup.dmg' is written for older versions of the app and will not work with the Mac App Store app.
You can try this with FourthAge.dmg, but I haven't, so I can't guarantee anything.
Go to the following link, and click 'Not_Mac_App_Store_Compatible/', then click 'EuropaBarbarorum.dmg' and 'RomeTotalRealism.dmg' to download them. To begin, be sure to update your app, and have a clean install, because that's what other people telling me how to install stuff always tell me to do. This is for the newest version of the Mac App Store App only.
