create a trigger with the action "player: set age", then just select it with numbers

I think that the 0 is for discovery, 1 for colonial, 2 for fortress, etc.

Thanks. Its kind of stupid though, why did they make it so hard?

They didn't make it hard, it's very easy, unless your an idiot .

Hey, be nice

It isnt exactly hard once you know how, but it could be simpler. In the rise of nations editor for example you could simply select the age, no trigger necessary.

I had a little trouble with this myself when i first did it, be careful tho, if u make one trigger with say the age number 4 (imperial) then the player will advance straight to the imperial age, without buildings being upgraded (in look, i.e still wood instead of stone) to make the buildings upgrade aswell you need one effect for each age in order i.e
Effects:
Player: Set age
Player 1
Age: 1

Player: Set age
Player 1
Age: 2

Player: Set age
Player 1
Age: 3

Player: Set age
Player 1
Age: 4

This will make player one advance straight to imperial age with the buildings upgrading aswell.

They 'made it so hard', so to speak, because age advancement is LITERALLY the researching of a technology, thus it works like any other technology.

Why not do what they did in AOK and let you specify in the player data window? I can understand why they didn't in AOM with gods and all, but honestly, why AOEIII?