There is a PES 2012 data pack available for download. The new Data pack will update rosters to reflect recent changes in the football world.
The DLC update includes a roster update, kits, players and items. Additionally, it will update the skill parameters of players. 160 clubs will be updated, with hundreds of players getting more realistic stats and abilities updates. 13 new styles of boots will be added. 29 teams, including Real Madrid, Sporting Lisbon and Bayer Leverkusen, will have updated kits as well.
When you start up PES 2012 it should notify you automatically and ask if you would like to download it,.