Hi Deva,
I understand it’s frustrating when things do not work as expected.
This issue could occur if the game is not compatible to Windows 8.1, the game was released on year 2006 where windows 8 was not even launched.
I suggest you to install the game in compatibility mode and check if that helps.
Refer the link below to run the game in compatibility mode.
http://windows.microsoft.com/en-us/windows-8/older-programs-compatible-version-windows
If the issue still persist I suggest you to post your query in the link below under Age of Empires game support forum for better support.
Please reply to us if you need further assistance.