I think to say "The Romanovs' actions were wrong" would be incorrect.
But the decisions
at that time were less than beneficial for the people.
Obviously, as mentioned by others, Bloody Sunday, and the pogroms, etc. etc. were *bad* things. But, I'd really like some documentation that declares Nicholas II to have been the one to say to his soldiers, "Go out and torture and kill the Russian people, the Jewish citizens, etc." I highly doubt such orders were ever given by the gentle, naive Tsar.
I think a bit of credit should be given to him simply because he never wanted to be a Tsar, but was forced into the position. Nay-sayers of the last Romanov Rulers do not bother to remember such things.
But of course it is history for a reason, and thus it is hard to come up with a solid answer to this question, "Were the Romanov actions wrong?" History is written (usually) by those in control. So of course the successors of the Romanovs (and by this I mean the Reds) will have reflected a negative historical view.
Personally, I do not hold the Romanovs responsible first hand for the tragedies during and before the Revolution. I look at the things that Nicholas II did right, after all that is what he was trying to do all the time.
I have read somewhere that some things were in fact *better* for the people at large under Imperial Rule than during and after Bolshevik control. If anyone has this article it would be greatly appreciated! (Obviously, I would rather have had Romanov Rule than been one of the millions Stalin deported and had killed, but that's a separate issue, no?)