Verify your internet connection. When I was still running Windows, there were times it decided I'd had enough internet until the next reboot and it froze me just like with you.
Play on windowed mode. That way, even if it freezes, you still can kill the process. Crtl+Alt+Del also works.
Running your system for malware is not a bad idea either.
If none of that works, completely uninstall Civ and install it again, following this order:
1-Install Vanilla,
2-Patch Vanilla,
3-Install Warlords,
4-Patch Warlords,
5-Install BTS,
6-Patch BTS.
You can skip steps 3 and 4 if you don't want to install Warlords. Also make sure to download the patches either from here or from Firaxis itself.
