Romo was born in San Diego, California, while his father was serving in the United States Navy. His family returned to its home in Burlington, Wisconsin. Romo's athletic ability was evident even at an early age when he was selected for the Little League All-Star team
Romo started as quarterback for the Burlington Demons beginning as a junior (1996 season). During his junior season, he led the Demons to a SLC Conference record of 7–2 and the WIAA playoffs. In the 1996 playoffs, Romo and the Demons defeated Greenfield 17-6 before trouncing Badger 41–16. Romo came within one game of the state championship game but fell short in a last-minute 16-15 loss to Cudahy. After the 1996 season, he received Honorable Mention in the Wisconsin Football Coaches Association All-State Team.
Before his senior year of high school, BHS was realigned into the new SEC Conference along with the larger Racine and Kenosha metro schools. In the 1997 season, Romo and the Demons finished with a 3–6 record, though he earned several honors, including the All-Racine County football team, Wisconsin Football Coaches Association All-State first team honors, as well as honors by the Racine Journal Times 1997 Player of the Year.
Romo was a multi-sport athlete during high school, and in addition to being a member of the football team, he also was a starter on the BHS varsity basketball team; he also played golf and tennis.