If its the one I'm thinking of by TRFC its a great pack with many alternate backgrounds , so its best to unpack the .rar in your 'Download Folder' so you can first decide which backgrounds you want to install. I was just after the English stadium backgrounds not the flags for the Euro comps.
1. Once you've picked your folders Click on them all a select 'copy'.
2. Find the Prog Files\Sports Int\FM2006\data\graphics\backgrounds folder and 'paste' your selections here.
3. When running the game go to Options - Preferences and tick 'Background Pics', untick 'Use Skin Cashe', then to make sure the cashe is cleared of the old skin you must change your prefered skin for another one, confirm it, then swop back to your first choice skin.
4. That should do it - pick the Premier Table and click some teams, there are the stadia in all there glory.
Good Luck !!