We think that Massively Multi-user Online Role-Playing Games (MMORPGs) will soon evolve into Online Societies of political and economic interest. Studying them will require a methodology that balances observation, theory, and application. This paper outlines such a methodology. First we examine the nature of theory itself (meta-theory), including holism (a meta-theory about systematic interconnections between beliefs) and reflective equilibrium (a meta-theory on the recursive nature of theory and information). Next we determine starting points for our studies. We appeal to the production of “spontaneous orders,” orders that are not designed but rather emerge from the behavior of agents in a simulation, and which proceed from simple, normative, non-teleological rules. Lastly we examine the character of those rules. We look to where morality and rational choice converge (Gauthier’ s minimax relative concession) and derive guidelines for designing rules.