I had been trying for two days to get Civ 4 to work (I have a Radeon 9200). The problem was that right after the bar said everything loaded, I would only get the pretty mouse cursor, still see my desktop, and crtl-alt-del said all my processing power was going to civ 4. I tried everything, the art pack, logging, enabling/disabling numerous features, etc.. The only reason I didn't try to update my video-card driver was because the tech page said that was only an ATI problem. That, or it was some subconscious thing that kept me from doing it.
Either way, if you get the desktop with a pretty cursor and nothing else, go to control panel->system->hardware tab->device manager->Display Adapter->Your video card->Update the driver.
Either way, if you get the desktop with a pretty cursor and nothing else, go to control panel->system->hardware tab->device manager->Display Adapter->Your video card->Update the driver.