You may have XP/Vista set up to hide file extensions. Civ4 makes a backup of CivilizationIV.ini to CivilizationIV.ini.bak, and if you have extensions hidden you'll see CivilizationIV and CivilizationIV.ini (the backup file). If this is the case, double-click the CivilizationIV one and edit that.
If not . . . I dunno.
That got it- thanks much!