What is the best way to host a Murder Mystery party?

We got one of those Murder Mysteries for Christmas, but have never thrown a party for one. Any tips/advice or precautions you could give would be wonderful.

There is a big nightclub a few blocks away from where I live. They open at 8pm. We were having a murder mystery party for about 40 people, and we asked the owner to open up early. He did, and he let us bring in our grills to cook for everyone in his beer garden.