For anyone wanting to run Warhammer Total War using the ALX.exe from Alexander Total War, all you need to do is
1) install the Alexander expansion for Rome
2) copy and paste the file chat_filter.san from the alexander\data folder to both your Rome Total War data folder and your WHTW\data folder
3) Create a new Alexander Total War shortcut on your desktop (Easiest way is to go to your Rome Total War folder, find the purple RomeTW-ALX.exe, right click it, choose send to: and desktop)
4) Now right click on the new shortcut on your desktop, click properties, and in the 'Target' box click after RomeTW-ALX.exe, leave one space using the space bar and then paste in the following (without any extra spaces) -mod:WHTW -show_err -nm -noalexander.
It should look something like this C:\YOURROMETOTALWARFOLDER\RomeTW-ALX.exe -mod:WHTW -show_err -nm -noalexander
5) Rename the new shortcut 'Warhammer Total War with Alex' or whatever you like (this part isn't really important - it's just so you know what the shortcut is for in future)
The mod will now run on ALX.exe which means it will combine part stacks into full stacks before attacking and will retrain units that have lost men back up to full strength in cities wherever possible. Battlefield AI is also better in ALX than with the normal Rome Total War exe.