Hello there,
Firstly I am sorry to hear you have experienced this problem too. Whoever made the 3 files with the Rhône name should be stood up against a wall and shot. Well not really, but such a small error has caused quite a problem with the Victoria games it seems.
Anyway here is what to do, and this will definitely work, no matter what Windows OS you have
*from win95 upwards, not including Windows ME, cause thats just crap
Go to Start > Settings > Control Panel > Regional and Language Options (On Win XP home edition skip out the Settings).
In the Regional Options tab choose: French (France)
Then go to the Languages Tab and click on details. In settings click on Add. Choose French (France). Forget about the Keyboard layout, as its not important. After clicking Okay, the French (France) should be added to your list. Make sure it is chosen in the Default input language and then click Ok and Apply.
Back in the Regional and Language Options window, go to Advanced and once again choose French (France). Click Apply and you should now be asked to restart your pc to ensure the settings have been implemented properly. Go ahead and click this.
When the pc boots up again, you are ready to install the game. Don't be afraid that some of the autorun language is in French, your game will still be in English once you play it.
Once you have installed the game, go back to the Regional and Language Options and just revert to what you had for all the options you have changed here. Once again apply where necessary and then restart when asked. Once you have booted up you are ready to play Victoria
Hope this helps!