ok, I'm german and my english may not be the best: I can't install it using the DVD-Version. When installing the game it prompts that it's necessary to install DX9 too. Then the install dialog of DX appears. I choose "I agree the EULA" and when I click on "next" (looking for DX9 installations) and "next" again it shows the errormessage "This DirectX-Version is not compatible to the windows version you're running currently" (translation not perfect because it's shown in german here).
But I will try to install an other version, maybe it helps. Please let me know when you hear of a solution to skip it just like "setup.exe -nodx9" or so.
Edit: IT WORKS. Your link leads to a 70MB-Installation and now CivIV is happy - and me too, hehe. Thx a lot