It dosn't say anything helpful at all, just says civ3conquests.exe has caused errors and will now exit. Then something about if the problem persists to contact the software manufactuer. Then it has a Cancel button.
I've gotten the same error before a few times, just at random times, but I've always been able to restart and play from the last autosave and it's fine. I've tried doing that a few times, but it crashes every time. Although I haven't tired any other wonder besided SoZ. Also I did install all the files just in the conquests folder like that above post said I could, but the SoZ is a Conqests wonder anyway, so it shouldn't be in any other folder.
I'll mess around late tonite some more, right now I've got a real good game going on, so I'm going finish that then try to figure this out.
I've got Windows 2000 Pro, too, if that helps at all.