I'm unable to install 'Civ4 warlords'. What should I do?

Question

I have civ4 (of course). I have installed it once, then I had to remove it (civ4 and expansion) and reinstall it to be able to play via LAN, the game kept complaining about that I had the wrong version, so I removed it. I was able to reinstall Civ4 but not 'Warlords'. The installer keeps saying the game is already installed and needs to be uninstalled before installing.

Answer 1

Installing it on what?
Linux? Mac? doctored PSP? Windows XP? Vista?