I used a Datel Transfer Kit. I don't think they still sell them at Gamestop, but they may. Ebay. There is an entire tutorial in the rosters thread once you get your kit.
I will say that I used to put in all of the players on the game that I knew off hand and thats it. But once you get the rosters it really is soooo woth it. I didn't think it would be that big of a deal, but it is.
Now once I get 09', this will be the first year I'll have to decide to wait for good rosters or just jump into dynasty like I really want to.