I'm in the midst of reading Playful Parenting, so this article caught my attention. It really points out how play is so essential, not only to individual children, but to the evolution of our species.
Children are so amazing! It's really fascinating article. I highly recommend.
Sorry about that. I think it was a link to a power point presentation.
To answer your specific question, self-directed play does not mean alone, it means that the child is able to lead the play and the adult follows. Basically, children choose what, how, and why with no external goal or reward. A parent's role is to support the play without directing or controlling it and to respond to their cues.
Here's another resource. This link should work. :) http://aplaceofourown.org/learn_more.php?id=5