Hrm, it sounds to me like the game may not have installed properly.  I'd recommend re-installing the whole game.

Also, check under your My Documents folder for a folder called My Games.  In there should be a folder for each version of GalCiv.  Look in the GalCiv folders for a file called Prefs.ini (it's a text file that holds the settings for the game, you can open it up and look at it and change some things from there)

There should be a bunch of other files and folders in there as well.

If they're missing, then a re-install should fix it for you.

Don't be afraid to send an email to support@stardock.com either, you'll probably get a faster response and it gives the developers a chance to keep track of bugs.   This support forum here is mostly for users to help out other users, and doesn't get all that many visitors lately.

Do you have Windows Vista? If so, it might be that you lack the proper rights to access or write the necessary files. In that case, you can try running the game with elevated privileges by right clicking the game icon and selecting "Run as administrator".

If that helps, you need to check that you have the proper access rights for the folder where the settings are stored.

Usually you should have the proper access rights, but you never know.