Role-playing games were first developed in the 1970s, and have been selling strong ever since. Though now overshadowed by computer RPGs, the original tabletop or "pen-and-paper" type still exist today, enjoyed by millions the world over. Designing an RPG system not only makes for a fun hobby, but can potentially make you a little money—or at least a tiny bit of fame in the right circles. The advent of online PDF publishing has made the sale and distribution of RPG systems incredibly easy, allowing anyone with a great idea to publish a game.
Finish the creation process. Verify that your rules are complete, easy to follow and professional looking. While fancy graphics are nice, you need to make sure your system is well-written and thoroughly proofread. Ask a friend who has never played your RPG to read through your rulebook, and see if he can fully understand it.
Log on to RPGNow.com and create an account. RPGNow is the leading PDF roleplaying-game publisher, letting you sell your game directly to players. Contact the site management to obtain a vendor's account. This costs a one-time fee of 40 dollars, but will then allow you to sell PDFs of any rulebooks or extensions to your game system that you create.
Sell your books via print-on-demand services. If you want gamers to be able to get a physical copy of your RPG, RPGNow allows you to do this through them. You can also work directly with a print-on-demand site, such as Lulu.com, XLibris.com, or CafePress.com.
Start a website to promote your game. This helps you get more sales for both your PDF and print-on-demand books, as well as build publicity.
Contact a traditional publisher of tabletop RPGs, such as Wizards of the Coast or White Wolf, and submit your game to them. While your chances of getting your system published this way are diminished—and you will likely need to give up the creative rights to your game if they accept it—you'll make quite a bit more money this way than by self-publishing.