Hi,
Since you guys said it could be related to inflow/outflow of data, i checked the firewall setting of NORTON ANTIVIRUS and found that aoe3 program was set to "block all" status!!!
After setting to "permit all" i ran the game and found no problem. Hopefully game will run smooth in the future too.
Thank you so much for helping me identfy the problem. 
Courage is not about never fearing but about controlling your fear for a minute longer.
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