Usually, if you make a save game with a mod, you can only load that savegame in that mod.
Some people have had a problem where if they don't force civiv to load the mod in their config file, savegames don't load right. So you might try that:
(in your civ4config):
; Specify a Mod folder (Mods\Mesopotamia), '0' for none
Mod = Mods\Surt
(replacing surt with whatever mod you're trying to use).