Rome/Medieval 2 Total War:
These directions work for Medieval 2 but should also work for Rome. Copy the "data/sounds/music.dat" file and rename it to a .mp3 file. This file contains many different pieces. Choose one you like and cut out that bit with a sound editor such as Audacity. I used to use a piece of music from Medieval 2 beginning at about 40:37 for my follow music. Note that Windows Media Player and RealPlayer have timing quirks that let them only play the first half of the file.
Shogun/Medieval Total War:
These directions work for Medieval but probably also work for Shogun because they use the same game engine. This one is easy because the .wav files do not need any editing to play correctly. Go to the sounds/music directory and pick out any file you like. Just remember to copy and rename it correctly.
Age of Empires 2:
I haven't completely tested this one yet but it should work. Put in the CD and open Windows Media Player. Go to the "Rip" tab at the top and copy the music to your computer. Like Rome and Medieval 2 Total War, this is one big medley of music. Cut which one you like and save it as the appropriate .wav file in PCM format.
Stronghold 2/Legends:
Stronghold 2 and Legends have .mp3 music files in fx/music. Make sure you save these as .wav files in PCM format when you save it for my game. I used to use underanoldtree from Stronghold 2 as my peace music.
Stronghold/Crusader:
The original Stronghold and Stronghold Crusader come with music files in an unusual format that Windows Media Player and VLC can't play. Though Audacity can import them as raw data, several of the pieces are split across several files, making them a pain to work with. The easiest way to access them is by downloading .mp3 versions that Stronghold Heaven kindly put together. The Stronghold music is here and the Crusader music is here. Remember to convert them into .wav files in PCM format.