Put the ball you want to use in this folder, though back up the files in this folder first (just COPY the whole folder anywhere else on your hard drive to back it up):
...\Football Manager 2005\data\graphics\pitch\balls
You should end up with about 20 png's called ball_xx (where xx= a number) in the balls folder.
If you want a new winter ball to show up just copy the files you want into:
...\Football Manager 2005\data\graphics\pitch\balls\winter
note the winter ball will only appear when its snowing
Also you can only use one ball at a time (excluding the winter one), if you change the ball files you'll have to reload FM to see the new ball (if you have FM running whilst you change the balls)
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where to put ball data 
Linear Mode
