mmhhh...please go to the GEM folder, open the .ini file in it, and change:
; Custom XML and Python from user folder are not loaded
NoCustomAssets = 0
to 1 and go to your main .ini in Documents\My Games\BtS, and change in the civilizationIV.ini:
; Set to 1 for no python exception popups
HidePythonExceptions = 1
The former should hopefully fix the problem, and if not, then the second should give us some error messages.
Anoter thing: correct installation place for GEM is in C:\Program Files\Firaxis Games\Civ4\BtS\Mods, not in Documents\My Games\BtS\Mods (just mentioning it, just in case you did it wrong, because that can also lead to such problems).