Actually - the issue that you are having could be caused by installing a copy of Civ4 complete in the US. Its only legally on sale outside of the US which means that ...
Well, I considered this, actually, I am not a person who supports software piracy in any way, shape or form, but I checked into the GoGamer site, and as far as I can tell, its perfectly legal for them to import copies and re-sell them within the US. I saw a lot of copies of Complete available on eBay and other auction sites from less-than-reputable suppliers, especially in Asia (Thailand, to be specific, seems to have a considerable piracy problem), and did not buy from them despite their low pricing. I even refused to accept the offer from an online friend who lives in Europe to buy it for me and mail it over, because I felt it wasnt proper. I have another friend who actually works at Microsoft who offered to pick me up a copy at the company store (2KGames is owned by MS) and I didnt accept because it felt "wrong". But GoGamer is legit, and I was assured by that same MS employee friend it was perfectly legal to buy my copy from them.
Back on topic, I am fairly convinced the issue lies in the installation of the game itself. If you install BTS through the "normal" method, starting with Vanilla, then adding Warlords, then adding BTS, each expansion will have its own INSTALLDIR line in the registry.
But Complete is considered a single install, and as such, only has a single INSTALLDIR registry entry. The individual expansions are all lumped into one, in fact, when you install Complete, you arent even given an option to install them separately, the only choice is "Install the entire game".
BUG's installer is written with the idea that each expansion has its own INSTALLDIR, and since thats not the case, the mod cannot find the proper files when checking for installations. Blue Marble has a similar problem, since it cannot find Civ IV when you first go to install it, you have to direct it to your .exe file manually.