Create a setting. This will help determine how the story plays out, the identity of the characters, and what kind of murders will take place. Think of interesting settings like the old west, the mansion home of a rich, eccentric man or an ancient Viking feast.
Identify your characters. Learn about the main participants in your murder mystery and tie their real world interests and careers to their characters. This is a good way to ease guests into their roles. Decide who the killer is and in which order the victims should be killed after you created the characters.
Write a brief story explaining why your characters are gathered in one place. Also write about what each person's private motivations are--why are they really there? You should explain in the story, which is only for your eyes, why each participant would have a reason to kill the original victim.
Script your first murder. Consider having it happen after dessert has been served. Remember that the killer shouldn't be apparent right away, so you'll want to use an indirect method of murder like poison. If you'd rather use a gun or a knife, plan for the lights to go out.
Create secrets that will be revealed by characters or through events during the evening. Reveal simple secrets first. As the evening comes closer to the end, let the larger ones come to light.
Pen scenes for your actors. These introduce the victim to the audience. Show the kind of person the victim or victims are so that the audience understands why people have reasons to kill them. Write lines for the actors and give instructions on when they should say them so that people are able to respond at the right times.