First off, make sure you have the game patch installed.
After that, all you do is this:
1. From the Open Play Options main window, look for the row that says 'City Map'. Just to the right of this, you will see a button that says 'Random City'. Click on this button.
2. A pop-up list of city names will appear. Scroll through the pop-up and click on the one you want to play.
3. You will then return to the main Open Play Options window, and the city name you selected will be shown instead of 'Random City'.
4. Do not put anything in the 'Random Seed' box.
5. Click on the 'To the City' button at the bottom right of the window. You will then begin play at the city you chose.
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