Graphics patches mostly just need to be placed in the sgsm folder (by default C:\Program Files\EA Sports\NBA Live 06\sgsm). Roster updates are placed in the saves folder which can be found under My Documents (usually C:\Documents and Settings\Username\My Documents\NBA Live 06\saves). If the patch has an installation file it may not matter where you extract the files to. With the NLSC rosters you can run install.exe from Winzip and it will install properly.