First, if my advice doesn't help any, your full Civ IV and Warlords installation path would be appreciated. This is especially helpful if you got it through Steam or if you use a 64 bit operating system, since they affect the directory names used.
That said, you wouldn't be able to load the mod if you didn't have a folder with the name of the mod in your mods folder. If you load a mod and all you get is Vanilla Civ, then odds are it's not reading the mod right. This can be for three reasons:
One: The mod directory is empty and thus the mod was not installed correctly. There should an assets folder, an .ini file, and possibly a readme and a few other sundry files. Above the Assets folder, there should be around 5 folders, though they CAN be a bit less, depending on how comprehensive the mod is in its changes.
Two: The XML files are missing. These are the files that make a mod a mod, so if there's no XML in your mod directory, you're going to be playing Vanilla Civ. There should be a folder named Assets in the mod's folder. Above that is a directory called XML. If you can't find any XML files in the subdirectories above that, you won't have a mod. Doesn't matter how many art assets you installed, if there's no XML to point to them, the game's going to load the default assets, which are normal, plain Vanilla Civ.
Three: The mod is in the wrong place. This seems less likely since you're able to load the mod, even if it doesn't show up. However, I've never tried installing mods to the Mods folder in My Documents. That's never a good idea anyway. Make sure the mod gets installed in the right directory. If you just unzip it, make sure your directory path is correct.
Lastly, make sure you've installed the full mod and not just a patch to a mod. Some mods release patches to fix bugs and add content. These patches are available as a convenience and to save bandwidth, since they're smaller than the original big, honking HUGE download of the whole freakin' mod. However, it means you need to download both patch AND mod since the patch doesn't contain everything you need. I don't know anything about either mod you mentioned, but it's certainly a possibility.
