You may have a different version of the game. {Modded, Patched/Unpatched, European/American, etc.}
Or, a problem occured when you were downloading it, corrupting some of the data and thus making it unreadable.
Try redownloading it, try reverting to original Civ 4, and if it does not work then - I'd suggest lamenting, and praying to your god of choice for a benevolent miracle so you can play your darned GOTM!