A decade means ten years, a century means a hundred, and millennium means a thousand. Think: a decade of marriage, the new millennium.
In Latin, in the Romance languages, and in the metric system, mille refers to a thousand. A millimeter is a thousandth of a meter, a milliliter a thousandth of a liter, a millennium is a thousand years. Think of the number "one million" as a thousand thousands, and you'll get the idea.