You are talking about the good old Debug Mode my friend.
Command line on the .exe and you were good to go, skipping the whole lobby stuff straight into the new map with a character.

RZ seems to be useless for files for a year or two now (dead links)
https://www.youtube.com/results?search_query=setup+gunz+server for a setup tutorial (the two top video's will help)
My advice...