Is it the original Rise of Nations or Rise of Legends?
Assuming you're using Windows 7 or later,
Go to ‘C:\Users\<Your User Name>\AppData\Roaming\Microsoft Games\Rise Of Nations’ and open the ‘rise2.ini’ file in notepad.
Change the line ‘AllowAllResolutions=0′ to ‘AllowAllResolutions=1′ and save the file.
Should help. You can also just type the resolution in manually in that file, I believe.