By Gwynar 

The instructions here are based on using the WinZip program. Other unzip applications can be used, but those instructions will not be covered here.

Install Instructions
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1) Open the file using the Winzip application. Unzip the .sea file into the stats\saves folder within the High Heat 2002 folder.
2) Create a new folder with the same name as the .sea file plus the word "Season".
3) Unzip the rest of the contents into this new folder you just created.

So, using the above image as a basis, here are the step by step instructions for how this particular roster set was installed.

1) Opened the 2002.zip file with winzip.
2) Unzipped the 2002.sea file into the stats\saves folder within the High Heat 2002 folder.
3) Created a new folder called 2002Season within the stats\saves folder within the High Heat 2002 Season folder.
4) Unzipped the rest into this new folder.

Additional Information
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There are times when roster makers include path information so users don't have to create the folder within the stats\saves directory.

Notice the right-most column with the heading listed as "Path". If you see that this section is populated with information for all files except for the .sea file (which in the image above is International.sea), you can simply unzip the contents of the file into the stats\saves folder within the High Heat 2002. It should automatically create the necessary folder and unzip all files in the appropriate place.

As answered in this thread.