At the start of the game choose to manage Chelsea (recommended, as they have less players or Real Madrid. Put Club Benefactor on. Then, buy these players:

Philip Cocu (PSV) for £1.5 million
Rivaldo (Olympiakos) for £650,000
Simao (Benfica) for £14 million
Dani Alves (Sevilla) for £14 million
Alessandro Del Piero (Juventus) for £12 million
Jazier Zanetti (Inter) for £4.5 million
Solari (Inter) for £11 million
Vincent Kompany (Hamburg) for £10 million
Luca Toni (Fiorenta) for 15 M
Fabien Barthez (free transfer)