Okay, Afforess, I undid my weirdness. I was trying to follow your download instructions (for Vista) to run the program as adminstrator, but the box for that in the compatibility tab for properties is greyed out and I can't interact with it. I clicked on the button "Show settings for all users" which brings up another window, which has that checkbox again under "Privelege Level." After checking that box, the game looked at the directory in the administrator's files rather than under <myname> which is why I couldn't see the old save games. As none of that directory existed in the administrator's files, the default versions got written in, hence my infrequent autosaves.
After unchecking the box and loading civ4, I can see the old saves, so that seems hunky-dory. I'm going to try moving the new save in with the others and play without mucking around with the administrator thing (I think you were just giving help to be rid of the windows password request every time the game is loaded-but that was coming up anyway after my attempt). I'm actually using Vista Business (or Office, whatever the designation is) if that makes any difference.