Derax,
Are you trying to play the Charlagmane scenario or use the regular game head start?
To use the regular game head start you need t odo the following:
1) go to Custom Game from the Main menu
2) check the box for Advanced start (bottom half of the screen, middle column
3) In that column a box will appear with the amount of gold you have to spend on your initial empire. Edit this to your hearts content (the initial value of 600 gold will nbot go very far)
4) If you want to start in a later technology period, BE SURE To change it on the left where you make changes to the map settings, under Starting Era.
Now once you are in the gameyou will have a little menu in the bottom center (you might have to click on one of its edges to move it so you can get to the screen below it (the one which says that you have been chosen to guide your empire yada yada yada, and lists your starting techs and stuff).
This menu is very straight forward. The first thing that is available is your city placement., it is under the city tab, and looks like a little city icon. There is also a person icon (population) and a culture icon). There is also an improvement tab, a unit tab and a tech tab
Buildings, Units and Improvements are only available if you buy the required techs. Buildings are found under the city tab.
To Buy a Technology, click on the TEch Tab, then on the beaker icon. THis takes you to the Familiar Tech Tree/Science Advisor SCreen. Highlight the tech you want ot purchase, and then click on "Add" in the bottom right. You can only purchase one tach at a time, so if you want to purchase a tech that requires a pre-requisite, you have to buy the pre-req first. In other words, you cannot buy the tech you want and all its pre-reqs by only clicking the "add" button one time.
The down sides to the advanced start options are as follows:
1) You can only place your cities within a certain initially visible area (outlined in white when you start, though from my experience, the white outline disappears if you choose to regenerate the map, but it is pretty easy to figure out where you can and can't place stuff).
2) You can then only place improvements within your cultural borders (ie no roads outside your lands)
3) Can only purchase a limited number of units, based upon the number of cities you buy (I believe it says a max of two per city, but it isn't readily clear if this is two of each type per city or two units per city (ie if you have 3 cities, then 6 units max, vs. 3 cities = 6 settlers, 6 spies, etc... my experience is that is not quite either of these).
4) Realistically, you can only purchase up to 3 cities (if you want to avoid fat cross overlapping) as they all have to be placed within a certian inital area, that you cannot expand. (Unless you place a city on the edge of this area, and expand its culture so far that you can place a second city in its borders so that their Fat Crosses do no over lap. But Culture is expensesive.)
5) AI never founds religions. (from what I have seen starting in the acient era)
6) Your Capital never founds a religion.