you should be able to find wiremold at home depot or your local electrical wholesaler, that will allow you to screw it to a wall.

one manufacturer that ive used alot is called panduit

your other option is too cut your drywall at every stud , then drill a hole through your stud , fish the wire , and then you get to have lots of fun trying to patch the holes and make it match the rest of the basement.
I really dont think you should do that unless your very comfortable with what your doing.