The three intro .bik movie files that play each time Anno 1404 is loaded can get annoying, particularly since the first Ubisoft logo can't be skipped by pressing keys.
You can do some minor editing to fix this. Download RDA Explorer and then open the .rda for your language, either usa0.rda or eng0.rda, located at '\dawn of discovery\maindata\' or '\anno 1404\maindata\'.
Tip: Create a backup of the .rda file in case you mess up or want to re-enable the movies!
You MUST open the .rda using the 'Open' method, NOT 'Open - READ ONLY'. Picking READ ONLY will cause the game to claim you've modded it and achievements will be disabled.
Once the .rda is open, find the data\loca\[usa or eng]\movies\start_logo_list.txt file. Right-click on it and pick 'Delete'. Then do File->Save. This is all you need to do. Now you can run Anno and the intro movies will be skipped and won't ever play.