When you start the game, there will be the main menu screen.
From there, follow these menu's in order.
Features>
2k Share>
Browse Shares>
Latest Files>
Then look for the file name of the roster you want to download in the roster list. Download it, rename it (if you want), and load it up! You can also download settings, chants, etc. from 2k share
*You will need to be signed into xbox live in order to download from 2k share.