There's a shortcut to customassets in your BtS directory. You can look in there or if you're sure you don't want to keep anything you might have put there you can delete everything in it and try again.
I only have 1 shortcut to customassets, which isn't in my BtS directory, it is in the base Civ4 directory. Also it doesn't lead to anything (refers to a missing directory)...
Al