Mmmm....as Zyg says....try first by going to the shop, selecting the option that costs 150 WEN a pop, then choosing a single player to buy. Repeat process. When you do a search or Edit, you can then select the F "team" which appears after the National Teams when you press R2 (R1?).
Hope that then works...DON'T Touch the OPTION FILE....which is an O with black and red box!!!