That's certainly strange, it works fine on my system. I went back and tested it again. The file I edited was the Configuration settings file 'CivilizationIV.ini' and the original code was:
; Specify the number of turns between autoSaves. 0 means no autosave.
AutoSaveInterval = 4
I changed it to 0, resulting in no autosaves as advertised. It remained at zero after playing a game, and it is still at zero after restarting my PC.
You mention the BAK file. Is this 'CivilizationIV.ini.bak' and is this the file you changed?