Make sure you can see hidden folders and look in;
VISTA or Windows 7 - C:\Users\(Your User Name Here)\AppData\Roaming\The Creative Assembly\Empire\scripts
or
XP - C:\Documents and Settings\(Your User Name Here)\Application Data\The Creative Assembly\Empire\scripts
--
Open the
preferences.empire_script.txt and look for;
campaign_unit_multiplier 1; # campaign_unit_multiplier <float>, Set default
unit multiplier for campaign #
Change the multiplier from 1 to something like 1.75 or 2, save the file and start Empire.
Viola! Bigger units!