This might have something to do with it. The 3.19 patch we require is one you get from this site. I don't think it's actually an 'official' patch and it's entirely possible that Firaxis has done an 'official' patch that comes with Steam. Not sure. Other things that may be an issue might relate to the mod being named something other than Caveman2Cosmos, a bad download (try getting the SVN repository version - you should anyhow), and other matters others have considered already. That said, one of our best programmers ran into this problem recently when he tried to play again and he never said if he managed to get it sorted out or not or how.