well, if you are making a new scenario, just select "save as..." from the file menu, and load up the saved scenario in civ3 using the scenario loader.... i dont mess with scenarios so i dont know
if you want to make changes that effect every game, then you should:
1. make a backup copy of the file civ3mod.bic (right click, copy, paste - will make a "Copy of ***.bic" file)
2. open civ3mod.bic in civ3edit (file->open)
3. tweek the rules
4. save the civ3mod.bic file as the same name
5. start a new game
note: if you drastically change some rules in the civ3mod.bic file, you may not be able to load saved games from previous rule sets.
and if you mess something up bad, just delete the modified civ3mod.bic file, and rename the backup civ3mod.bic file
hope this helps you