UrK_T.N.T., follow these steps to resolve your problem
First start aom, and create a new user with all of your preferences adjusted
to how you like, resolution, easy military drag, etc..
Now close AOM
Next Navigate to C:\Users\*UserName*\Documents\My Games\Age of Mythology\Users
In that folder there should be a file called LastProfile.txt
open this file, and type the name of the aom user you want to load on start
additionaly, there should be a *user*.prf file, (prf stands for prefrences).
this prf file should have the same name as the txt in the LastProfile.txt file.
Next time it loads it should use the 2 files in combination to load your User + settings
Now try to play a game on gameranger to see if all goes well.
If you need any help msg me on Gameranger ID is 341450
Hope this helps