No. It is the combination of the game with your computer that is causing the problems. One of them doesn't like the other, and considering probabilities, the main issue that can be fixed is probably with your computer. Update your drivers, get FreeRAM XP Pro (a free program), ask people who know about computers how to optimize your computer for Civ 4. If you really can't ever get it to work with your computer, return the game. Unless you are really, really rude, I can't see any retail store refusing to take it back -- well, actually, after all this time, I can, if you bought it when it first came out. Store policy is usually mutable though.
Many of us have done things like this, and are now running the game very well indeed. Getting off the soapbox and learning as much as you can about your own computer will serve you well not only in getting this game to run, but in all your future endeavors as well.