That is either an anti-piracy feature, or a CD-Key error, depending on whether you have a ligitimate copy of the game or not.
If you do have a legit copy, then try updating to the most recent patch (3.26), finding and deleting a file called "key" in your Dominions folder, and then re-entering your CD-Key when prompted. That should take care of the disappearing commander menu/GUI.
Here is a link to the latest patch. (halfway down the page on the right)
http://www.shrapnelgames.com/Illwint...DOM3_page.html
And here (I think) is the link to customer support if you do have a genuine CD-Key problem.
https://www.gamersfront.com/store/us...p&type_error=1