so we downloaded gameranger but it says that we need to change cd key all the time

Hi, what I would advise you and your friend to do is :

-To uninstall your game

-To get the game from my post here : https://www.gog.com/forum/empires_dawn_of_the_modern_world/release_4_languages_pack_keygen (there is a keygen generator inside so you and your friend can have different serial keys, so once downloaded open up the game and enter a serial key)

-Then you should open Gameranger and create a room for Empires DMW, and locate the empires.exe game file you downloaded from above

-No more problem (you might have other problems such as resolution / mouse not moving etc but I have already put up solutions in this forum so check it out :)