Perhaps i went a little over the top. But i am right, where the hell is the warning? Something as IMPORTANT as this should be displayed when you try to install the app. If i have missed it then it wasnt obvious enough.
I can gaurantee you have fux0red a LOT of peoples games because of this.
As long as you don't touch the fifa.db you're fine, so since graphics like kits, balls, adboards and such go into the zdata.files you should be good.
However, DO NOT USE Creation Centre to import stuff once you started a career, since it rebuilds the files and saves also the .db ones, use kitraptor instead! Best thing to do is take regulary backups of your *.db files once you started a serious career or tournament, that way you are safe.
the fifa.db is located inside cprogram files\EA Sports\Fifa 2005\data\cmn folder, the language db's are located in the cmn\fe folder, your languague db starts with the first three characters of your language : f.ex : spa.db for spanish, eng.db for english
Take a backup of these files before every modification or import you make if you have a career running, if the db got modified by something, when you want to resume your career, all players of your team will have dissapeared, then it's time to restore your last backup.