I noticed that inside the GUI folder of RotWW, in the Data directory that's inside the game directory, there are some DDS archives with the same name of the ones that are inside the EI folder. I installed EI a minute ago, and had the same issue, with the weapons, potions and other icons showing. I never used the Extreme Immersion Mod, but I use the Rise of the White Wolf, and know a bit about it.
First of all, I'm no specialist, but perhaps this helps you.
