The import and export options are available if you ALREADY have some characters rolled up and have them put on your hard drive(IMPORT) OR want to put one you rolled up onto your harddrive(EXPORT). You can ignore those options if you do not have any characters rolled up though, and just click on create character or roll (I'm away from game, so please bear with me a bit.) Ok, You should have a name bar on the main multi-player screen to start off. Now, I'm guessing that you have figured out that you have to click on the second bar in order to create (get - import) that character. You go through basically the same procedure (at this point) to create a character as you would if you played a single game.
After rolling the character, I would recommend that you export the character (in case of a problem loading the game). Remember this about a name for your character though, you can only have 8 characters in the name, and you shouldn't choose the same name as one that's already available. I don't know why, but when you use a name that is already there, it won't do anything (doesn't save) and will not give you an error message. When you accept this character (I believe it says done on the button of the creation screen - but not sure - it's all the way at the lower right of this screen though), you will go back to the main screen again and can continue to click on each of the six available slots in order to add more characters.
To start off, I wouldn't recommend making more than 4 characters as you do have 2 npc's to join to start off. You don't have to follow this, but you will be limiting some side quests if you don't use any NPC's. But back to the main screen, You will see some check marks to the right of the character. You need to check this in order to accept the character for play. You have to check ALL of the characters created/imported in order for the begin game option to become highlighted. Once you click on this, that's it, the game should start.
That's the shorthand of it, but if you need more, please ask. It can be kind of difficult at first, but it is truly worth it. Especially when you can internet play or more later on. Oh, and I'm also taking it for granted that you have set up your computer to use a serial connection as well (this works best).
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