In order to get elite mode, you must do the following.
-Press the new game button, and highlight a new file. Do not start it.
-Press these buttons in order.
right - left - right - left - right - left - right - right - right - left - right - left - right - left - right - right
*If you did it right, you should hear a ringing noise*
-Elite mode will choose as an option. Click it.
Note: Elite mode is not a harder setting than Hard mode. Elite mode gives all your units the skill "elite", allowing them all to get experience two times faster. Elite mode would be something like a setting easier than easy mode.