You can use MP as a stand alone. You just assign all of the characters to yourself to control. I usually start a game with multiple-PC's this way, and then, like suggested earlier, save the game and transfer it from the MPSAVE folder to the SAVE folder and play in single-player. The game loads faster under single-player.
If you have a dial-up internet connection, you won't want to be connected to the net. To play with others, you want your internet connection working and then you all need to join-in on the host's IP address.
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