if there is no dll the game will not start at all - so it should be there

the date you give me tells me that something modified the core game files today - which essentially means that you likely reinstalled today... or removed files there.
I would recommend a complete reinstall to solve this installation as below - if you do not have warlords ignore that part. If you have Vista make sure to run all installers with admin rights (right click on them and choose run as administrator)...
install the most recent version of DirectX 9c from
Microsoft
then do the following for a clean reinstall:
Uninstall and Reinstall Civ4 Warlords BtS :
Try to follow this order when doing stuff:
Use Control panel to uninstall Beyond the Sword, then Warlords, then Civ4
Delete "...\documents and settings\<username>\my documents\my games\sid meier's civilization 4" manually
Delete "...\documents and settings\<username>\my documents\my games\warlords" manually
Delete "...\documents and settings\<username>\my documents\my games\beyond the sword" manually
Delete "...\documents and settings\<username>\application data\my games\sid meier's civilization 4" manually
Delete "...\documents and settings\<username>\application data\my games\warlords" manually
Delete "...\documents and settings\<username>\application data\my games\beyond the sword" manually
Delete "...\documents and settings\<username>\local settings\application data\my games\sid meier's civilization 4" manually
Delete "...\documents and settings\<username>\local settings\application data\my games\warlords" manually
Delete "...\documents and settings\<username>\local settings\application data\my games\beyond the sword" manually
(note: application data is a hidden directory so you need to configure windows explorer to show hidden files, also these directories in application data are sometimes removed by the uninstall routine)
Delete "...\Program Files\InstallShield Installation Information\{CFBCE791-2D53-4FCE-B3FB-D6E01F4112E8}" (Civ4)
Delete "...\Program Files\InstallShield Installation Information\{3E4B349F-10B5-4586-9D99-489A90A8B228}" (Warlords)
Delete "...\Program Files\InstallShield Installation Information\{32E4F0D2-C135-475E-A841-1D59A0D22989}" (BtS)
(note: InstallShield Installation Information is a hidden directory so you need to configure windows explorer to show hidden files).
Install Civ4, immediately patch it to 1.61 (download it fresh from
here)
Install Warlords, immediately patch it to 2.08 (download it fresh from
here)
Install Beyond the Sword, immediately patch to 3.17 (download it fresh from
here).