Just dl'd this.
Noticed that the BIQ file doesn't point the scenario to any folder.
In Scenario Properties, there needs to be an entry in the "Scenario Search Folders" field. Otherwise the game will just think it's playing plain old vanilla Civ. I suggest MOV as it's easy. But then there needs to be a corresponding folder called MOV (that has the Art & Text folders in it) in the main Conquests\Senario folder. I'm surprised no one else mentioned this. Must be only seasoned scenario players that posted here.