Having bought a new PC, I've tried to install civ 4 vanilla onto it with the intention of installing warlords and BtS aswell, however I have the same problem as the OP.
Running:
XP Pro SP 3
AMD Athlon 64 X2 Dual Core 4200+
3Gb RAM
Direct X 9.0c
I have 2 DVD-RW optical drives, and am wondering if this is the issue, is that incompatiable with Civ 4 Vanilla electronic security?
Please help, because I want to play civ again without having to buy new disks etc