FittsWorld's Created Party Instructions:

 1. Start Baldur's Gate and choose Multiplayer Game.
 2. Choose Pre-Generate Character.
 3. Create a character and choose Export.
    Name the file with the character name.
 4. Repeat steps 2 & 3 for all the characters that you wish
    to have in the party.
 5. Now choose Connect and then choose Protocol.
 6. Choose Serial and then choose Create Game.
 7. Enter a session name and a player name.
    These can be anything you want.
 8. Choose New Game. You should now be in a screen labeled
    Character Arbitration.
 9. Click on Create Character in the first of the six areas.
10. Choose Create and then choose Import.
    If asked, choose Character File.
11. Select the character that you wish to be the protagonist.
12. Assign Appearance, Skills, Name, etc. and choose Accept.
13. IMPORTANT! Click the skull (or checkmark in BG2) next to 
    this character.
14. Repeat steps 9 through 13 for each additional character.
15. When you have selected all the characters you want (can 
    be less than 6), choose Done.

Note:
The following instructions refer to C:\PATH\ as being the drive 
and folder where you installed the game. The folder is probably 
under Program Files on your main drive, and may be inside a 
Black Isle folder as well. This is important and is the primary 
reason for these instructions not working. Be sure that you are 
using the correct install drive and path.

You should now begin the game with all of your characters in
Candlekeep. Immediately save the game and exit the program.
Use My Computer or Windows Explorer to locate the folder called
"C:\PATH\Baldur's Gate\MPSave", which in turn should contain a
folder named with a string of numbers and your saved game
name. Drag and drop this entire folder to the folder called
"C:\PATH\Baldur's Gate\Save". You just converted your multiplayer
game to a single player game! Now just run Baldur's Gate and
load this party's game in single player like you normally
would. You could also just keep playing in multiplayer, but
then you would have to go through the session setup each time
and that is a hassle.

If you are playing the original Baldur's Gate, I would skip 
out of Candlekeep pretty quickly, because killing rats with 
a party of six characters is... well, stupid. IF you want to 
start with one character and add the rest gradually like I 
did, simply start a single player game and play to the
point at which you want to add a character. Drag the single
player save file to the "mpsave" folder, and start the
instructions with step 1. In step 6, choose Load Game instead
of Create and then choose your saved game. After completing
step 15, you will resume your game at the point you left off
with your new party member or members on hand. Save your game
(give it a new name) and exit the program. Drag the new saved
game folder back to the "save" folder and continue playing in
single player.

You can combine two or more created characters with NPC's if
you wish. The final save will function as normal, and after
the game ends a file named char#.chr will be saved in the
"characters" folder for each of your created characters. The
file number (#) will be assigned in the order in which the
characters were added to the party, with char1.chr being your
protagonist.

Good luck and enjoy your "created party"!

Regards,

Orcin