well i just ran into the same problem in my own game. bad omen. I play fine, I've loaded my saved game from CD (after a reformat and complete reinstall) and the game reaches the same event at 730 AD every time:
"File Not Found
art\Units\Knight\Knight Death.wav
the game will now exit"
this is curious. the file in the folder is "KnightDeath.wav" and NOT what the error reads: "Knight Death.wav" which tells me that somehow the gamefile is asking for the wrong file. So I just made my own file "Knight Death.wav" and saved it in the units\Knight folder. re-ran the game and at 730 AD the same event happened.
I don't have any Knights. There isn't any reason the KnightDeath.wav file should be loaded. I don't even fight against any knights. Yeah. 730 AD and if there are Knights around (there probably are) I don't see any.
Huhn???
And why is the game asking for "Knight Death.wav" anyway??? What is the space between Knight and Death doing there in the first place? Do I need to uninstall and reinstall the whole game? (my Scenario and saved game are on CD, so that would be a feasible plan)
(edit)
Well, I couldn't get past this error message, so I just uninstalled the whole dam-- er, dang game, uninstalled vanilla Civ3 too, then re-installed Civ3CE and re-loaded my Scenario and game. Now it runs. Cough.