1) Open your preferred computer chess program or PGN viewer (such as ChessBase, Fritz, or one of many free programs, such as Arena) and set it up for a "New Board" or "New Game" (in Fritz go to "Game">"New Game"; in ChessBase 8 choose "File">"New">"Board.") If you do not have a PGN viewer, I suggest you download Arena.
2) Go to my Blog in your browser window and use the mouse to select the complete text of the PGN code on the screen (beginning with, for example, '[Event "KCC Summer Tourney"]' and ending with the result -- '0-1' or '1-0' or '1/2-1/2'.)
3) Once the full text of the PGN is selected, copy it to the clipboard of your computer. You can do this in one of three ways:
3A) Right-click the mouse and choose "Copy" from the short menu that appears.
3B) Go to the top menu of your browser and choose "Edit">"Copy"
3C) Or use "Control"+"c" on your keypad.
4) Go to the computer chess program you are using and load the game. In Fritz or ChessBase, you can use "Edit">"Paste">"Paste Game" from the top menu of the GUI screen. In Arena, go to "Game">"Get PGN from Clipboard." Other programs have a similar feature.
5) The game will appear in the window for display on the chessboard. I suggest you look at it in Fritz using "Infinite Analysis" mode (from "Game"-->"Infinite Analysis").
As Steve Stoyko pointed out the other day, chess programs come with appallingly scant user support. In fact, most programs or databases you purchase (including professional ones from ChessBase) come with no user guide whatsoever. I have tried to address this generally with my Computer Chess links pages at our site, which guide you to the various chess programs and program documentation available on the web. But there is only so much one person can do. Sorry, though, for not including a note about this previously.