"Failed to find steam" error when launching scenarios

[ShahJahanII]

I just bought the Civilization IV Complete Edition through Steam. I downloaded all the material that comes with it (Civilization IV, Warlords, Beyond the Sword, and Colonization) on my Windows 7 PC. I tried to start up Warlords and got an error saying "Failed to find Steam". This only happened with Warlords. All other items started up fine. I solved this problem by copying the "Steam.dll" file from the Steam folder into the (Steam\steamapps\common\Sid Meier's Civilization IV Warlords\Warlords) folder. Now, while Warlords launches without any issues and I am able to play a custom game, I still get the same "Failed to find steam" error when I try to launch a scenario. Sorry if an answer to this has already been posted. Any help is much appreciated.
Thanks in advance,
ShahJahanII