Well, my finger is above the button to delete Civ IV from my computer. Really had it with this game. Took the advice given above, tried for an easier win on Warlord level - tried cultural for some and space race for some. Tried probably 12 separate games. Not even close.
On one game - continents - had 3 other civs on my continent - tried to keep them all happy and they finally all decided to declare war on me at the same time - the same damn time - wiped me out completely.
This is too much frustration for one damn game. Any other advice would be appreciated ... taking my finger off the delete button .. one more time......
Hard to tell without a screenshot, but the advice you've gotten so far is good. It sounds like you're pursuing cultural or space victory without military. That won't work. The advice about wiping out one of the civs is what I would do. Don't wipe out two or the last one won't trade unless he's Mansa.
At Warlord, you should be OK if you have one city dedicated to producing military units. Not wonders, not libraries, etc. but military one after the other or buildings that help you to produce military. Also, in diplo you have to decide who your friends are and be close to them. Somebody won't like you, generally. Having a shared religion and cooperating with somebody (includes not trading with their worst enemy) will get you a friend. Trying to please everybody leaves you with pleasing nobody.
The other two common problems are not expanding fast enough and not having enough workers. 1.5 workers per city is the standard. Again, without seeing anything it's hard to tell, but these are the common problems for new players.