Probably your system becomes unstable for some reason when running Gal Civ 4. Their can be a thousands of reasons for this (verifying game files, system requirements, access and rights to User>Documents>MyGames folder etc.).
Do the game crash or do you exit the game yourself manual via taskmanager or by Steam? If so, are you sure no files related to Gal Civ 4 still running in the background while you try to start any other game?
If so, did you tried to restart your system every time Gal Civ 4 crashes for you or do you directly try to play another game after Gal Civ 4 crashes for you without restarting your system (or at least exit and restart Steam)?
The issue is not that strange if that happens without a system or Steam restart. But it's an almost impossible issue when it happens after a Steam and/or system restart.