you have to go online with you playstation and download them from the madden servers.
you need to get a network adapter for your ps2 and have atleast dial up connection. as soon as you make a account online, and then try to play... you will have to download the latest roster update. that is by far the easiest way. and its fun to play people across the nation. i play in a league online called SS. its fun as hell, we have our own website and keep track of just about everything. passing yards to offesive lineman pancakes.
http://www.leaguedaddy.com