I had that happen to me, too. Since I've downloaded Andrew's rosters, the problem seems to have dissappeared

. Does it happen just to shoes and jerseys, or all gear you unlock? What I did was: unlock something, go immediately to edit player, give any player those shoes, save the player, and then go back and change the shoes again if you don't want him to have them. All you need to do is give the first player you edit the shoes, and than they will be available in that roster only. If you load that roster, make changes and then save it as something different, only the new roster will have the shoes unlocked. Go figure . . .
If you want to unlock the shoes again to try this, go to My Docs\NBA live 2005\settings and delete the nbastore file.