Did you get the one that comes with the USB flash drive? If so, just download blacklover's ZIP file, plug the flash drive into your computer and just copy the .MAX version of the rosters right onto the flash drive. Then put the software CD in the PS2 and go to memory storage and plug the flash drive into the front of the PS2 and transfer it to your memory card. You have to uncrush it first before it'll work.
They sell one version of the AR MAX that doesn't have the USB drive and that costs $30... the one with the USB drive is about $40 at most places. If you didnt get the USB drive, I think you're out of luck.