You should edit Assets/XML/GameInfo/CIV4GameSpeedInfo.xml. Copy this to a mod of your choice or make a new mod to add just this one. Do not edit the one, which came with the game.
The easiest would actually be to edit an existing gamespeed, though it is possible to add more. You need to look for a place looking like this:
Code:
<GameTurnInfo>
<iMonthIncrement>180</iMonthIncrement>
<iTurnsPerIncrement>100</iTurnsPerIncrement>
</GameTurnInfo>
<GameTurnInfo>
<iMonthIncrement>120</iMonthIncrement>
<iTurnsPerIncrement>300</iTurnsPerIncrement>
</GameTurnInfo>
If I get this right, iMonthIncrement is how many months the game forwards for each turn. The next one is for how many turns ti does that. When it runs out of turns, it will start to use the next one.
If you want time to progress at half the speed (and nothing else) then start by halving iMonthIncrement and doubling iTurnsPerIncrement, like
Code:
<GameTurnInfo>
<iMonthIncrement>90</iMonthIncrement>
<iTurnsPerIncrement>200</iTurnsPerIncrement>
</GameTurnInfo>
Now you progress 90 months each turn for 200 turns, which mean it is done after 90*200 = 18000 months. Before the change, it was 180 * 100 = 18000 months. 18000 months = 1500 years. This will give you 200 turns before 2500 BC rather than 100 with the current marathon setup.
There are other lines like iGrowthPercent. Those controls cost for doing all sorts of stuff. iGrowthPercent specifically tells how much food is needed for cities to grow when normal speed requires 100. You may or may not want to change those. It entirely depends on how you want to play.