This script will disable advancement to the Classical Age, thusly making it possible to have a game that ends in the Ancient Age.
copy the Ancient_Age folder (not the contents, the folder itself) into your Rise of Nations/Thrones and Patriots/scenario/Scripts folder.
If you don't have Thrones and Patriots, well, this hasn't been tested on vanilla RoN. But if you wish to try, go ahead. It shouldn't destroy your game. Put it in the same folder, skipping the Thrones and Patriots part.
After its been installed, set up either a multiplayer game or a "Quick battle". Set the settings to "Custom", and then click on the "Scripts". Choose ancient_age.
(Yes, I know this is basic scripting, but not everyone's a scripter, and not everyone wants to become one.)