Please help!
 

If there is one file I don't understand its MDS/MDF? I hear of people liking them and was wondering how they use them. Do they sort of act like an .exe? Thanks for any help you guys.

They are image files mate of a cd/dvd, used by people when backing up there legally owned discs bud, Alcohol 120% supports both i beilieve and is my favourite for creating images of discs but probably not everyones

MDS/MDF is the standard image file format of Alcohol 120% .

so they're more like cue/bin?
 

They're similar to cue/bin files then? People use .mds/.mdf to make what they call a mini image right? So procedurally you mount the .mdf with daemon tools and/or burn with alcohol 120%, install. Is that correct so far? This is the part I don't get do I now mount the .mds and play? I've heard people say they save space on your hard drive how is that? Basically I bought Civ 4 and there's no fixed exe/no cd crack so I thought I'd try to use a mini image.

There are MiniImages & MaxiImages.
For CIVILIZATION 4 there is only the possibility to play it with an MaxiImage (~2 GByte).
To let the image not take away so much space on your hd, people turn on WindowsCompression (Properties of the file) so it only use 1 MByte on your HD.

...oh and bin/cue are not the same as mdf/mds.
Because in MDF-file are mor informations about the cd/dvd (important for the copy protection !!!).