@bigjoel I know what your issue is, the fix is simple.
Once you set up your game (rules, bots, map, etc) go ahead and click start game.
The option should then gray out.
From here you want to hit your ~ (tilde key, located next to your 1 key) which will open up the console.
Lastly you can type or copy/paste this (xpartygo) without the parenthesis and the game will start.
Note: Keep in mind that every time you finish a custom game, you'll have to leave the lobby and start from scratch for each custom game you want to play solo.
Hope this helps.
edit Also, if you don't already know, you can use the console to change your player name
Hit ~ (tilde) and type "name" followed by a space, then the name you wish to use.
edit 2
removed Note, I proved myself wrong. You can just tweak the game lobby settings and then just repeat the "xpartygo" command.
