I'm experiencing the same problem, I haven't tried yet but I've read somewhere that you can fix this problem.
1. run the game (Age of Empires II)
2. once you're in the game (let's say in main menu), press Alt+Tab on your keyboard
3. go to task manager (ctrl+alt+delete or rightmouseclick on Windows taskbar --> run taskmanager (or whatever it's called in the English version)
4. go to "Processes" --> select "explorer.exe" (without the "") and click "End Process"
5. now go back into the game (Alt+Tab until the AoEII logo is selected)
6. play goddamn!
I don't know if this really works, but it might help. Didn't get the chance to test this myself.
Good luck!