Make sure you are unzipping them to the correct folder...
If its training schedules they need to go into
C:/My Docs/Sports Interactive/Football Manager 2006/Training (I think thats the file path off the top of my head.. but its DEFFO in My Doc path)
then you need to start your FM game.. go into Training and click on New Schedule.. then New... then Import and it will show you the files in that folder you put in.
Tactics need to go into the same path as above but NOT training.. but a folder called Tactics.. and when you go into your FM game when playing click on Change tactic then Archived.. and it should appear there.
I will check the exact paths tonite when im at home | 
