It's reported that installing the v3.19 patch will fix the issue, but it might be necessary to have the 'Beyond the Sword' expansion (which I do have as part of the Civ IV Complete Edition). For some users, there seems to be a problem with the SafeDisc copy-protection software which prevents them from running the game unless they right-click on the game icon and select 'run as administrator'.
I've been doing a bit of research in the question.
