So you've made a new db? Is it in the same location as the main one or have you saved it to another location?
If you simply edited the one that was already there, creating a new game will use that database as default.
If, however you've copied the existing db, moved it somewhere else and then edited it (best option but probably not the one done by 99% of the folks out there) then you'll have to pass a command line switch to the game when you load it and it'll need to be in the My Documents\SI\FM 2006\db folder.
If the whole 'passing a command line switch to the game' thing confuses you, then I recommend this:
http://www.sigames.com/downloads.php?type=view&id=359
It pretty much gives you the options straight up.
Coincidentally, that program was written by me!
loading the modified database 
Linear Mode
