Hmm, strange...Did you put all the files for them? It seems they need their .ebo files for headshapes...Which kind of files do you got for them in your sgsm folder? Only .fsh?
The .ebos are definitely included in the installation routine and if the .fsh files have been placed in the correct folder then the .ebo files should be there as well. Strange.
Sorry, but I can't help you. If you say, that all the files are inside sgsm folder...What more can we do? It's very strange. I've never heard about problems like that
Are you pretty sure, you got all .ebos in a direct sgsm folder...? Check once again...
No one else is reporting having a problem like that so I don't think the problem lies with the patch. If it were the files, it would be happening to everybody.
It's strange because NBA Live 2005 doesn't have a headshape bug like 07 and 08, which is basically what's happening there. It's kind of a generic fix and a bit of a shot in the dark for a problem like this, but maybe try reinstalling.