In live games, when you issue a challenge, you can specify unrated. Unrated games you can accept on the challenge grid will be a green circle instead of a green dot.
In Online chess, Click on start a new game, and instead of "the usual game options" , choose "the game options I select" and there you can choose unrated games.
Hope this helps.
Is there no way of playing unrated? If there is, please explain!