Hey boucher,
I just completed this task and it was pretty simple. What you want to do is this:
1.
http://www.nflrosters.com - go to this website.
2. On the far right hand side of the page you will see rosters for PS2 and PS3. PS2/3 rosters site is the exact name of the page. Click on it.
3. You will see your choices of what roster you would like download. I don't think the 09-10 rosters are not up yet for the PS3. Make your choice with the "click here" tab.
4. A file will appear. Open it.
5. Download the entire file usually named "PS3" to your USB stick simply by copying the file and pasting it to your USB stick. If you don't have your USB stick plugged into your computer do it now.
6. Once you've downloaded the file take the USB stick out of your computer and place it in your PS3 usb port.
7. On the interface screen of your PS3 find the Virtual memory card column and at the top of that column you should find the virtual USB card where the file is located. Copy and paste that file to your virtual memory card. You will have to create a memory card and assign it a slot if you haven't done so.
8. Now just start up your NFL 2k5 game and in the options/load section of the game you will find the rosters you downloaded. Go ahead and the load the rosters. Enjoy!