bladeofBG: 1) Start BG1, click Multiplayer
2) click Connect
3) click what connection you want (I know for private MP, wherein you juss create multiple player characters for yourself, you click TCP/IP)
4) click the same connection type at the 2nd prompt thereafter
5) click Create Game
6) name the session to your own liking, passwords and all
7) click New Game
8) create your characters
9) play
EDIT: 10) Save your game (quick save or normal save)
11) Log out
12) Go into the MSave folder, click on the game you juss saved, and "Cut"
13) "Paste" the game you juss saved into the Save folder
14) Upon your next and subsequent playthroughs, click on Single Player, then Load Game, and you'll find that you can now play your game of characters that you made, like a normal solo BG session, w/o the slow loading of a multiplayer game.

That worked for me in creating multiple party members in both BG1 and BG2, and thus I reckon its the same deal once you've installed tutu. It's worked for me in both my BG1 & BG2 boxed games and my BG1 & BG2 digital d/l's from gog.com here. And it worked on my boxed sets when I installed tutu some time ago.

bladeofBG: Hmmm. I can't think of a reason why this is happening for you. Perhaps a more tech-savvy person may be able to help.

All else I can offer you is to take a joinable NPC into your party and use an editor to change their class into what you'd like your would-be MP created 2ndary PC's to be.

Here's a good editor:
http://www.sorcerers.net/Games/IEmodding/IESE.php

But hopefully someone more tech-savvy than me can help you. Hope it works out.