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.