I have 4 icons as well it comes at the end of each install asking for a desktop shortcut. Anyyywayyy, I started with the crusades campaign, I wanted to play as the crusaders of jerusalem but after I got into it a bit it just felt too easy even on very hard very hard. Also, I hate fighting horse archers they are extremely annoying. They are killable and I usually save them for after I defeat the armies main force. I just hate hate hate chasing them all over the map for an additional 10 minutes and it just drags on.
So I switched it to the brittania campaign and I am enjoying this one a bit more. Playing on very hard/very hard again and it seems there are random events like invasions etc that spice up the difficulty a bit. I started mainland scottish and after taking one rebel settlement I headed right for the denmarkians and took an island city. I then moved onto land and attacked the irish while forming an alliance with england to hopefully protect myself from fighting a war on three fronts which can be difficult. Pikemen can often make a seemingly hopeless situation to have hope once again. I got attacked by an army of 1300 denmarkians against my 200 polearms, 100 axemen and 160 archers also they had a spy that opened the gates.
Immediately I ran my troups back to the town square (hint, anytime you are really outnumbered or scared you will lose, head for the town square. Your troops will always fight to the death here and it is easier to center your defenses. This is especially true early on when your walls have very little defense anyway). If you have castles line up your archers in the rear to activate the turrets on the castle towers. I lined up my pikemen in front and set them to defend mode. The enemy came pouring in and to my suprise the pikemen were taking them down nicely while the archers volleyed fire arrows onto their weaking morale. Eventually the enemy started to run and somehow I came out victorious.
Anyway, the game is pretty fun and I am hoping to be further challenged. For others that fine the game a little too easy always remember to play a no reload game. If you lose a city or a general or two, too bad, keep playing it keeps it fun.