I have a 9800GT 512mb EVGA with the latest(as of November) Nvidia Driver.
The game runs perfectly. Just loading saves, and retiring from a game without exiting to desktop. I have alt+tabbed during the loading process before and the game switches from "Not Responding" To being fine before finally loading. Not sure if thats normal or not, and obviously under normal circumstances alt+tabbing during the loading process is probably not recomended. I could try a fresh re-install? Not sure what that would do for me though.
EDIT: I had read somewhere on these forums that installing to Program Files is not always a good Idea. My install Dir is "C:\Program Files (x86)\Paradox Interactive\Europa Universalis - Rome"
Perhaps a reinstall to "C:\Games\Paradox Interactive" ?