Ok, I think I have a solution

. I was having the same problem as you in terms of trying to uninstall. So instead I just modified it. I have winxp, don't know if this will work for other versions. From the control panel i clicked the remove button on civIII conquest. I then choose modify and selected all of the options EXCEPT for the one involving directx. I then reinstalled directx 9.0b from a pc gamer cd. When I did the modify it placed the folders in the c:\windows\conquest or c:\windows\ptw folder. I am able to launch and play the game. It seems to load slowly though, maybe i'm just being paranoid

. I haven't attempted to move the folders, but i'm sure i can. I hope this helps you.
Update: Ok, so I can't move the folders, it won't work if I do. It also wasn't my imagination about it running slow, after about 30 turns it became unplayable on a normal sized map. Also, the words are all funny, they are in the wrong order, almost as if its reading from the wrong text file. Don't sweat though, figured out away around. Completly uninstall everything civ related that you can. Then reinstall Civ III into the windows directory. After that, install conquest as before, but instead of doing everything except directx do each one seperatly. I just started at the top of the list and went one at a time down, skipping directx. Then I installed directx 9.0b again, and well, it worked. No problems, or slow downs, no weird text. Good as new. Be careful when installing mods or other junk because the conquest folder is not nestled inside the civ III one it causes files not to be found. You have to move them manually to a location or else change where the game looks for them. I hope you can get yours to work, its a great game.