It's a simple solution.
I had the same problem until I reread the installation instructions and followed them. All you need to do is:
1.Load CD/DVD Civ IV
2. Double Click on desktop icon of CD Civ IV
3. A window opens that contains 3 folders: Read ME, Civ IV, and I can't remember the other.
4. Drag the Civ IV folder to your Applications folder in your hard drive
(N.B. Do NOT open the Civ IV folder and drag the Civ IV game icon to your application folder, it has to be the ENTIRE Civ IV folder)
5. It then takes about 10 minutes for all the files to be copied over, and at this point don't worry, that is what is supposed to happen.
6. When the copying has finished, you can go into your Applications folder, open the Civ IV folder, double click the Civ IV game icon and lo and behold the game begins.
Good luck!