I get this error message no matter which game I try to start, Conquests or
PTW.

Civ3Conquests has encountered a problem and needs to close. I click to get
more details on the error and get this :
Error Signature
AppName: civ3conquests.exe AppVer: 1.0.0.0 ModName: civ3conquests.exe
ModVer: 1.0.0.0 offset: 0021f972

What is going on here? I get the same thing running on Win95 compatibility
mode.

Here's my relevant system specs:

Athlon 2000XP
512MB RAM
Geforce 2MX 400 64MB
Turtle Beach Santa Cruz Sound Card