If you are using a CAP for Sheed just assign him directly to the team and his number will stay. If you assign a created player directly to a team, rather than copying them to the free agents or trading the from another team, their jersey number will not change.
If you are using another player as a look alike player you can use the work-around the guy above me gave me. If your Sheed is already on the blazers trade him to the Timberwolves. Make sure his number is 36 once he's there. Now go to one of the classic teams, for example 98 Jazz. Trade Greg Ostertag for someone on the Blazers. Now change Ostertag's name to Lloyd Neal and number to 36. It should let you. Now make sure the "Sheed" you traded to Minnesota has a higher overall rating than the Ostertag you just edited. Trade Sheed back to Portland and he will take the number 36, it will automatically change Ostertag's number since he has the lower overall rating.
I broke that down the best I could. Hope it helps.
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