It's OK to like a guy on another team, even if it's a hated rival. But the term to use is "respect".
For instance... I'm a big Cincinnati Reds fan - it's the team I grew up with, I live and die with them, have season tix, etc. And the Reds' biggest rival right now is probably the Cardinals. They're fighting (and will beat them out!) for the NL Central this year.
That said, I'm a big admirer of Albert Pujols. He's a joy to watch playing the game. I enjoy every chance I get to go down to the park and watch him hit, because I know I am seeing true greatness (and it kills me every time he beats my Reds...).
So I don't LIKE Pujols. I can't. But I definitely respect him & enjoy watching him play the game.
If you can't pick a team (between the Sox & Yankees, for cryin' out loud), you're just a fence-sitter and want to follow whichever team is doing well. This year, since the Sox are struggling, you want to like the Yankees. This makes you a front-runner, a fair weather fan, and overall someone who should start watching soccer.