Works quite nicely. A couple comments though:
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Sorry I have taken so long to reply, ironically enough I never was given the option to have a BtS shortcut placed on my desktop so... I can't really do the find target method (unless you mean the vanilla Civ 4 shortcut in which case it is below).I am getting a GFC Error when I try to load the game, but I am certain I installed FfH!
Check your FfH Folder to ensure that you have within that a folder titled Assets and another titled Resource. If you do not have both then you only installed the patch for FfH, and not the main file.
So many of the problems which arise are rather specific to the user/system that I was afraid that post might be a complete waste of time 
FfH2 0.30 Bug Thread's first post said:Known Issues:
1. "GFC error: failed to initialaize the primary control theme" error loading the mod. You will recieve this error if FfH isn't installed in the correct location (under Program Files\Firaxis Games\Sid Meier's Civilization 4\Beyond the Sword\Mods). If you don't have Civ4 installed to that location just make sure the FfH is installed in the same directory as Final Frontier, Age of Ice and the other mods that came with BtS.
2. The mod loads okay, but when you go to start a game it crashes. You experience this error if you aren't running BtS patch 3.13.