You would need to make a 'scenario' using the editor that comes with the game. Follow these steps:
1) Navigate to your C3C folder (most likely
C:/Program Files/Infogrames Interactive/Civilization III/Conquests).
2) Double click on the "Civ3ConquestsEdit" icon (it's icon is a "C" with "III").
3) When the editor opens, click the "Scenario" tab at the top, and select "Custom Rules". Say yes to the warning.
4) Click the "Combat Experience" tab.
5) Edit the different levels of experience's hit points.
Hope it works.