Instructions
Press the silver "Guide" button on your Xbox 360 controller.
Navigate to "Party" and press "A."
Select "Start a Party," followed by "Invite Players to Party."
Press "A" on the gamer tags of your friends whom you wish to invite to your "Red Dead Redemption" party.
Press "A" on "Send Invite." Once a friends accept, he will automatically be added to the party.
Load "Red Dead Redemption." Select "Multiplayer," followed by "Private Match" as normal. All of your party members will also be added to the game.