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General Chess Software Buying Advice
If you spend money on teaching materials, use them!
Nobody ever got better at chess just by throwing money at the problem. You can buy every training disk on the market, but they won't do you a bit of good unless you use them. Don't sleep with them under your pillow; osmosis just doesn't happen. Don't put them on a bookshelf where they'll impress your chess playing friends, but only up until the point where they mop up the sixty-four squares with you. Use the material, learn the lessons, and apply them in your games!
Write down/record the moves to every game you play
Write down the moves to your games whenever possible (blitz games being an exception, unless it's against a computer program which lets you save all your games against it). Keep them in a log or database. Go back over them and try to spot your mistakes. And it's also helpful to review games months or years later to gauge how your playing has improved.
Go over your games afterward, especially your losses
This goes hand in glove with writing down your moves. Play over your games afterward and try to spot your mistakes. This will provide you with valuable information on areas in which your game needs improvement.
Get help from stronger players
Here again this ties in with the advice above. Have a chess playing program analyze your games overnight (especially your losses). And if you get the opportunity to have a much stronger human player review your games, you should do that too. Both methods will give you helpful advice on areas in which you should concentrate your chess study.
Play over the chess games of others
Playing over the games of great chess players is an outstanding way to improve your play. It'll provide you with ideas and inspiration, plus it also reinforces that all important area of pattern recognition. Chess database programs like ChessBase are great tools for pulling up games of particular players; you can easily do a search for a player's games and then step through the moves right there on your computer screen. ChessBase also offers biographical disks on some individual players; you can learn about their lives and chess exploits, plus have access to a database of all of their known games.
Don't kick yourself when you lose
Everybody loses sometimes. It's not a cause for celebration (after all, the alternative to losing is much more fun), but it's no reason for depression and self-loathing. Losing a chess game is an opportunity: you can learn from your mistakes and do better the next time. When I started playing tournament chess, I went months before winning a game - but the losing didn't stop me; it helped me. So don't kick yourself when you lose; instead you should use that opportunity for improvement.
And most of all remember that, at the end of the day when it's all said and done, chess is a game - nothing more, nothing less. So always remember to have fun!