I have the CD. I also have Civ 4 already downloaded. When I am attempting to install BTS, it says it has to search for the patch, then the installation is aborted.

What do I do!!??

Is this a pirate post or are you talking about patch, for example?

I think he means that he bought it off somewhere like Direct2Drive.

With that, it works differently to on CD - I'm unsure how exactly, but try the readmes and check the help files on the main civfanatics page.

Yep, if that is so use the search - i think this has been covered on these forums quite a few times but i do not have personal experience about PAY/DL games.