I needed to update my patch of Civ IV BTS to play a mod I downloaded, so on the main menu, I clicked on the advanced screen, and clicked "search for updates." I learned that Patch 3.19 was available, so I downloaded it. After the download was complete, I got a screen that said "click OK to exit the game and install the patch." I clicked OK, and I exited the game, but when I returned to my desktop, the patch did not start installing. Do I have to start the installation process myself? And if so, where would the game have downloaded the patch?