Hi Rue
There are a siginificant number of problems with the game at present, many (not all) can be solved or mitigated by various means due to work by kind CFC members who worked hard discovering solutions for others to use. When you load the game, if you have problems, post on this board your problem with as much relevant detail as you can remember. It also greatly helps if you do a dxdiag dump and post that - without the latter its likely you will asked for it anyway, and therefore only have a delay in problem resolution.
(dxdiag dump - got to Start Button, click, select run, type "dxdiag", press enter, wait for it to chunter away for a minute, then select "save all information, press 'advance' button below this post and upload it with your problem question)
There are some stickys on this at the top of the forum, worth a good read. The thread link below deals with the memory problems (THE Major issue with Civ IV at present)
http://forums.civfanatics.com/showthread.php?t=146309
There are many others depending on the issue (ommission here does not lesson their value, just not practical to list em all

). So if you get problems once you run it, and have read the above, you will have a good background and be a long way to resolving many issues. Not all can be, there is no fix-it-all until the Firaxis patches start to flow, so keep expectation on an even level
Dont be discouraged by the number of issues you hear about, they will solve them, its agreat game and worth persevering, just dont be surprised if you end up waiting a few weeks for a Firaxis patch - hopefully CFC will be able to help earlier - but it may happen.
Regards
Zy