Problem solved. After disabling one by one all the applications that load at the start and all the services (run msconfig and go to services) I discover that the problem was caused by the service "themes". Disabling this service, although makes Windows XP looks uglier, is an effective solution.
I've found that the lastest drivers of Nvidia TNT Riva2 could be the reason for this behaviour.
The other day I formatted my HD, played Civ2 a little after reinstalling the OS. But when I updated the driver with the newest from nVidia's site I got the problem again. Switching back to the driver (from July 2003) that Windows Update provides solved the problem.
I run civ2.42 with themes on (XP Home SP1), maybe themes are disabled for my civ2.exe.
You can disable themes for individual (dos or win3.1) .exe files under
properties/compatibility. I'm not sure if it works.
I can't check it now. This is another PC without any MS Windows or civ.