Create a multiplayer character then simply create lan games with only you in them. It's annoying in that you can't simply save it and start from where you ended, you've got to get to the next waypoint in a single gaming session.
On Diablo 1 it was even better since you didn't have to kill diablo to enable the next difficulty setting. Go straight to hell difficulty, mash one mob and ding level 8!
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Back in the US of A - Long live the Dej
People only tend to remember the bad things that happen. Be remembered!