We can do a quick checklist:
1) Do you have civ4 and bts (perhaps a stupid question, but you never know)?
2) Have you updated civ4/bts (to 3.13)?
3) The install for the mod (size 360 mb something), is it correct? The installer is quite stupid, it doesn't know where you have your game, it assumes you have it where it default should be (and default I mean US standard). If you don't have your game there (program files/sid... and so on) move the mod so it is where you have your game (it should be under the beyond... directory under mods, where all the official mods are). I think those that have the gold version of this game, doesn't use the "default" path so better check.*
4) Same question as 3 above, but regarding the patch.
5) Hmm, are your computer up to specs (shouldn't be a problem since you obviously can play bts, then you should at least be able to start a game).
6) Those that have vista have sometimes reported that they have problems. In this case, someone with vista should take over.
7) This one is really fun. Perhaps something has gone wrong with the game (it happens), so you could try to re-install the entire game and so on.
*Remember that the lnk file that are included also assumes that you have the game in the "default" location. Check properties and change the paths so they point to where your game really is and if you change paths here you must also change path to where the icon for the lnk file is (and it isn't actually a iconfile it is a bmp file if I'm not out in the blue).
Edit: I have actually no idea what it can be, I'm just ranting here. I simply listed a couple of things that I have seen over here that people have trouble with.