Tips for Alexander scenario?

[Rollo Tomasi]

Anyone beaten the Alexander scenario? Do you haave any tips to share? I haven't really committed to playing it, but my forces usually get wiped out trying to move out of eastern Asia Minor, and the building times for my units are atrocious (60+ turns). Also, when the Alexander unit dies, nothing happens! I continue plaing the game as if he were still alive and well. Your comments?