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Fill in all the information as you would expect on any other Facebook page -- but take note of a couple of things.
1. In the Where box, refrain from putting a private address, such as your home. You can easily send a message to all attendees privately if they do not know your address -- which is a much safer option than putting it as part of the event itself.
2. Make sure that the top box is unchecked where it says Anyone can view and RSVP (public event).
Once you are done, you can create the event by hitting the blue Create event button.