1. Go to
www.ootpmodsquad.com and click on mods.
2. Click on the check box for rosters and choose which set you want (the Rolen or Cubby sets are MLB opening day 2006 rosters)
3. Save file to your saved_games folder inside your Program Files\Sports Interactive\OOTP Baseball 2006\data folder.
4. Unzip the file in that folder. It will likely unzip into a .lg folder if the person that created the file set it up to do so (the .lg extension is needed by the game to use the files).
5. Start up OOTP
6. Click on load game, select the file and go.
Have fun!