I have not personally purchased this game myself, but I think that the game was downloading patches. I assume that there existed quite a large amount to download as your review is written quite some time after the release for Empire: Total War.
Steam automatically downloads all of the patches that are available for your Steam games. I personally find this nice and handy in many ways, since Steam loads automatically for me at startup, and the patches may download whilst I complete other tasks. On the other hand, I do see that this may be a problem if you have purchased a game that is quite old and therefore has many, many patches to download. But, at least you have a nice updated version of the game, (with many bugs fixed) to play when you have finished the download.
(Also, if you install Napoleon Total War before you have completed your Empire campaign, the game patches may download in the background whilst you comlplete other tasks).
I am very sorry if this advice is incorrect or unwanted (or both).