You're saying that this species is basically humanity in 500 BC, so I'll just base all my assumptions on that.
What you're looking at is some fairly widespread civilizations, and quite a bit of culture (Roman Empire, Greek City States, Egyptian Empire, Persian Empire, Chinese Empire, etc.), as well as knowledge of philosophy, appreciation of arts, interest in new technologies (the Romans were incredibly innovative, for example), and ... quite a thirst for blood.
The Basics
You see, the most prominent features of that time which stand in the way of advancement are a complete disregard for the value of human life, and a very us vs. them mentality.
If you plan to turn these people into explorers who reach the stars you first need to unify them. They need to share this goal, and they need to build up fast. If you don't approach things correctly, however, you can still end up with disastrous consequences, however, so a tricky balance must be struck (for example they "build up fast" by enslaving and working to death tens of thousands of people).
Thus, it seems to me that your religion must first teach that all men are created equal, and that freedom is an unalienable right.
However, equality and freedom don't necessarily equal advancement and scientific pursuit, and you will have to make a hard decision in one important aspect.
Just How Fast is Fast?
You'll need to decide if you're setting up a militant, or peaceful religion.
Religious change is tumultuous to say the least. With intensive intervention from you (aka many prophets, and long term displays of power, and constant guidance) you can achieve quite a bit while preaching peace.
However, if you plan to leave these people on their own then they will have to spread your good word quite aggressively if you're looking to make fast progress, or at the very least defend themselves when others don't take kindly to their views.
Education Requires Structure
Now you've got a growing group of followers. That's great, but older societies are also heavily structured, with nobles being quite well traveled and educated, while the poor know absolutely nothing other than to speak their own language.
Of course, this was not true of all cultures, and you need to take a page from their history in order to advance scientific knowledge.
You must encourage education, and thus the creation of a caste whose job is to further humanity's knowledge, while training their descendants, and storing that information as safely as possible.
Now I have some bad news for you: you can't possibly educate everyone. The realities of the ancient world are that you need a lot of peasants working very hard to feed both your armies, and your scientists, both of whom don't have time to grow their own food. And an educated peasant won't want to keep digging up dirt and taking care of animals year and year - he'll want more from life.
And thus, a hard decision is going to have to be made. I think you must choose to set up a caste of Scientists (your priesthood, as it were), to safeguard knowledge, and strive for further understanding of the world.
For some people life won't change at all: they were digging in the dirt before, and they'll do more of the same now. But for humanity as a whole, things will improve at an accelerated pace.
Final Suggestion
This is what I think you should do in order to really advance the scientific community, while pushing for aggressive change:
Your disciples must form a militant religion of sorts, who are lead by scientists as their priests. This society must have several different levels: researchers, archivists, librarians, soldiers, engineers, healers, farmers as well as regular laborers.
These people must have a strong structure to work within, as well as strict rules, and a strong military to protect them.
For example, the farmers must work the fields and feed everyone else. The laborers help the farmers build their houses, build roads which are vital to the Empire, civic structures, etc. All this so that goods travel efficiently to where they are needed (to a research center, for example).
The military polices the Empire, and makes sure that other powers don't invade, or raid your territory. Order is very important within the borders of the empire. If an important shipment of rare metals is sent out but never reaches its intended destination - or worse, the researcher accompanying it is killed - a lot of progress can be lost.
Furthermore, the military must capture assets which are necessary for scientific advancement. Say researchers are experimenting with basic electricity, and need a steady supply of copper. A nearby tribal society is sitting on a lot of it, but they're very aggressive about foreigners, and won't let you mine it. Well then, let's teach these folks all about science and progress - in the form of advanced weapons, armor, and tactics.
Your society must also educate those who will carry the torch for future generations. All children should be tested, and those found to hold great intellectual potential should be recruited into the ranks of the scientific community. Others should be given the opportunity to join the military, farmers, etc. as they wish, except perhaps if more recruits are needed in a certain field. This means that great apprenticeship programs must be run across the entire Empire. Standardization of practices is incredibly important as far as this goes. The Romans did it well. For example, a Centurion trained in the North, or one who spent his entire career in Egypt would both share the same skills, knowledge of tactics, speak the Roman language, etc. They would be interchangeable to a large degree (not accounting for personal competency, intelligence, etc.)
Lastly, I suggest that your prophets leave behind some disciples to guide the chose Empire/people to their destiny, along with some ideas and knowledge to give them an edge over everyone else. As I mention before, some basic knowledge of electricity can be very valuable (this might require some improvements in metallurgy in order to make copper wire). After all, communication is key in an advanced civilization, and electricity is the precursor to advanced communications.
I'm going to leave it at this, although I can go into more detail if you have any more questions.
