I wish to play the included Europe 1000 AD scenario however its set to normal game speed with all other options greyed out, i wish to play it on marathon, is there anyway to modify the scenario so i can choose the game speed, or perhaps set it to marathon? thanks

try this:
find the scenario file in the PublicMaps folder inside your Civ4 folder.
right-click on the Earth1000AD scenario and select open with... notepad.
remove the 5th line that says, "ForceControl=FORCECONTROL_SPEED"
save it, close it, and try it.