I have just bought CivIV and it loaded ok and plays ok then suddenly it will just shut down and take me back to my desk top, this is a real nuisance and and I find mysself saving frequently just in case.Also is there an auto save as there is with earlier versions.Please help

First off: welcome to CFC :)
The game does autosave and is set to save every 4 turns by default. You can find all autosaves in ...\My Games\Sid Meier's Civilization 4\Saves\Single\auto
You can set the interval between saves to anything you want (I'd recommend 1 in your case) by opening your CivilizationIV.ini (in ...\My Games\Sid Meier's Civilization 4) with any texteditior and setting the following value:

; Specify the number of turns between autoSaves. 0 means no autosave.

AutoSaveInterval = 1
Now to your crashes: is there any error message displayed?

Thanks for the reply.I found the auto save ok but when I used it the program crashed after one turn(even worse than before.) I did not know that you could alter the numeber of games between auto saves bu will try it. The crashes come without warning the screen goes black then comes back on, on my desk top. Mycomputer has Amd 3200+.cpu, a gig of ram and is only about 4 months old. I have had not had any problems with other programs so I thought it must be a bug in there somewhere.

Could you upload a save that crashes here?

I will try, but I have discovered that on the save menu there is a button exit to desk top, so I tried it and got exactly the same result as when the program apparently crashes so I think that there is a bug that is causing the exit to desk top to operate without me doing it.