Its highly likely you have loaded an unpatched V1 of the game. That sounds like the xml parser error. There is a patch out V1.52 which addresses this amongst other things.
(below assumes you are within the game hardware specs - if you are not 110% sure - post dxdiag dump as shown below, might save you some work only to find your hardware will not run it)
Download Patch V1.52
Deinstall the game totally via Windows add remove programs, and then manually delete any remaining bits in any Civ IV directories that maybe left (followed by the Civ IV sub Directory itself they were in) in:
Programs(/Firaxis)
My Documents'/My Games
Reinstall from the discs
Run Patch V1.52
Come back if still issues posting your Dxdiag dump, describing issue symptoms of any nature no matter how small they may seem
(Dxdiag - go to start button - click - select run - type dxdiag - hit enter - wait a min - select "save all information" - post it using the 'advanced' button below)
Regards
Zy