Frequently users get the roster table [shortcode] working fine but the links to the single player pages break. Assuming the proper templates have been moved to the theme's directory per the installation instructions, the issue has been the following in 100% of the cases so far.
Reset your permalinks by going to Settings->Permalinks, changing the value to anything, saving, then changing the value to Post Name and saving again. Even if your permalinks are already set to Post Name, proceed as directed. Works like a charm.