http://blog.roblox.com/wp-content/uploads/2013/02/ROBLOX_Studio_1.zip
Save this script as PlaySolo.lua
game:GetService("Players"):CreateLocalPlayer(0)
game.Players.LocalPlayer:LoadCharacter()
game:GetService("RunService"):Run()
Save this script as GameLayout.lua
game:GetService("NetworkServer"):Start(53640)
game:GetService("NetworkClient"):PlayerConnect(0, "localhost", 53640)
1. Tools > Test > Play Solo
2. Tools > Execute Script...
3. Select PlaySolo.lua
If you want to play your game without studio, run GameLayout.lua