When you are on the screen to choose the size of your database (small/ medium/ large/ advanced), you choose advanced.
Then on the next screen you click on 'Load Custom Setup' and you should see a file named 'custom database - best option' etc. Click on that then select load and it will tick boxes for you and create a custom setup which loads all players and staff who are British or play in Britain on whatever database you are using.

I've probably made it sounds more complicated than it actually is though. Once you are on the custom setup screen and have done it once you will see it's pretty easy.

how do you load this?