ok I fear this is difficult to track since this should work. Try downloading the patch from the front page of this site - i.e. civfanatics.com -> just click on patches and updates in the left hand panel. If that does not work I would probably recommend a reinstall, but you'll need to do some manual purging of files after the uninstall routine has done its job, so don't do that before I post a howto.
Edit, ah well, I can just as well post it now, if you don't have warlords ignore those parts.
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 Vanilla
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 Vanilla, 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 3.13 (download it fresh from
here).