Well, there are already quite a number of tutorials in the live 2005
patching section. Although they are for live 2005, but the file system of 06 is about the same as 2005 anyways, so that should work.
Here're some quick steps:
1. rar files are compressed files, work like zip files, use
WinRAR to open and extract.
2. if there's a readme file in the rar or zip, simply follow the instructions.
3. Unless otherwise stated, EBO, FSH, BIG files should be placed in
"Program Files\EA Sports\NBA Live 2006\sgsm" folder.
(usually files with these extensions are cyberfaces, headshapes, jerseys, courts...etc)
4. DBF and DAT files(usually from a roster patch) go to
"\My Documents\NBA LIVE 06\saves\(your roster folder)\"
say if I saved my roster as "currentroster" then I'll put the dbf files in
"\My Documents\NBA LIVE 06\saves\currentroster\"
Got it?