I have resolved this exact problem by making sure my BFMEII base game is working properly. I never started it and never did the whole "drop options.ini into %appdata"-stuff that you must do for ROTWK in order for it to work.
So make sure your BFMEII is working properly. (I am using verison 1.06 for BFMEII and 2.01 for ROTWK and it works).