When you build a market, there is a chance that a rival tribe will ask you to send
them a certain amount of wood, stone, gold, and food. When they do, click on 
"Diplomacy" or press [Alt] + D and click "Ally" on the name of that tribe. They 
will become an ally free of charge. However, when you do this you will no longer 
be able to align yourself with any other tribes. This is helpful if there are four
tribes in the game.