NOTE: The following involves editting a game file, so make back-ups before proceeding. Jerk.

Use a text editor to open up the following files in the game directory and adjust the values as you see fit. Accounting.dat regulates experience; SpellDef.dat regulates psyker powers; VehicDef.dat adjusts vehicle statistics; WeapDef.dat controls weapon statistics; UltNames.dat adjusts ultramarine unit names; ChaNames.dat controls chaos unit names.