I'm assuming that you are running the original version of Civ4. Let's try making sure that you've completely uninstalled the game.
To completely uninstall try and go through the normal uninstall process through Add/Remove in control panel.
Delete the "C:\Program Files\Firaxis Games" folder (assuming that where you installed it), delete the "C:\Documents and Settings\USERNAME\My Documents\My Games\Sid Meier's Civilization 4" folder if it is still there.
Go into the registry (Start->Run->regedit) and navigate to HKEY_LOCAL_MACHINE\Software. If this is the only game you have from Firaxis delete the key called "Firaxis Games" otherwise delete any sub keys of Firaxis Games" starting with "Sid Meier's Civilization 4". Navigate to HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Uninstall and delete the following keys {4377F918-E6C9-4ECA-A7F5-754B310B7ED8}, {CFBCE791-2D53-4FCE-B3FB-D6E01F4112E8}, {3E4B349F-10B5-4586-9D99-489A90A8B228} and {32E4F0D2-C135-475E-A841-1D59A0D22989}.
Also delete the following folders if they exist:
"C:\Program Files\InstallShield Installation Information\{CFBCE791-2D53-4FCE-B3FB-D6E01F4112E8}"
"C:\Program Files\InstallShield Installation Information\{3E4B349F-10B5-4586-9D99-489A90A8B228}"
"C:\Program Files\InstallShield Installation Information\{32E4F0D2-C135-475E-A841-1D59A0D22989}"
NB. The InstallShield Installation Information folder is hidden by default so you may need to change your explorer settings to show hidden files and folders.
Reboot, reinstall Civ4 and reboot again. With luck that will cure your problems (crosses fingers).
If that still doesn't work then we can investigate further.