I have Civ IV with Warlords, BTS, and the 3.19 patch installed. I downloaded the latest version of BUG and tried to install it. Vista threw a error message saying that the installer was not a valid 32 bit application and prevented it from running. I tried running it as the administrator, but got the same message.
I looked through the bug list and didn't see anything about getting an error message for it not being a valid 32 bit application. I did see that someone else had a problem installing on Vista, but they were able to use the zipped version instead. Unfortunately my winzip trial is over.
Please close this. I re-downloaded the installer and re-ran it and it worked. Fourth time's the charm apparently ;)