Well it depends, there are many types of patches, generally there's a NFO, open it and, read the instructions. If there isn't one, try copying the files to the "EA Sports\NBA Live 06\sgsm" directory.
But remember that what you have to do depends on what type of patch you wan't to install...
Ps: It will be easier if you'd upload the patch, so that people could more easely help you...
