Alright mate. I was just kidding about not helping you although I am a Reds Man. Red Arrrrmmmyyyy!!! lol
I take it you are on the Xbox 360. I am myself and unfortunately for us it is quite complicated. PS3 owners can simply use a usb memory stick and it is really straight forward.
You need to transfer the files from your PC to your Xbox 360 using either an Xport or a Datel transfer kit and a Memory Card.
You can get them on Ebay but they can be quite expensive so if I was you I would simply go here and ask 2 great men in this world for a little help and in exchange give them a few quid.
Daymos and Cowson they go by and you can find their fantastic option files for the 360 from this link
http://www.pesgaming.com/showthread.php?t=73963
They will put the Option File on a Memory Card for you and post it to your house. The only thing you have to do then is copy the files from the memory stick over the files currently in your PES 2010 folder on your Xbox 360 Hard Drive. Its actually quite straight forward.
I am not sure how much they charge but I dont think its a lot.
Do you have your own Memory Card?
You can not use more than one at a time and Daymos and Cowson are currently working on a new V2 Option File which will contain all the English Championship Teams.
The current file they have released V1.5 has 3 german teams, Bayern Munich, Stuttgart and Wolfsburg.
All the transfers have been completed as well as all the badges and kits etc for the English Premiership Teams and proper emblems etc for a few of the Spanish Teams.
These 2 fella's are absolute masters at work and trust me you would be well worth paying these men to send you their OF. It makes the game fantastic!