[Vedran]

Playing with six characters you have created:
Short: Start a multiplayer game and play it alone.

Long: Start the game and select multiplayer. Choose serial or TCP/IP for connection type (serial is better). If it doesn't work, use a different settings (play a bit with it). Press OK. Write your name and session name. Start the game.
You will get to a screen divided on six parts (every one represents a character). Press each one, and create each character. Note that they are arranged in columns, not rows:
1 4
2 5
3 6
Start the game. Save it. Exit, and find your BG2 folder. Find mpsave folder and your saved game in it. Copy the saved game into save folder.

Start the game again and load it in the single player.