What you need to do is this.
1. Create a Multiplayer game. Doens't matter what protocal you use.
2. Create all your characters
3. Start the game and get into the into.
4. Save your game.
5. Go into your Baldurs gate directory and copy the contents of your mpsave directory to your save directory.
6 Start the game and load the save game.
7. Play and enjoy!
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