There's Rybka, Fritz and Shredder. Rybka I think is the best atm! Fritz is the 0most popular. Shredder isn't too well know. I wouln't buy Shredder classic! Stick with Chessmaster 9000! I have the 10th edition which is awesome so 9000 must be pretty good. However, I suggest you get Fritz in the near future if get any!
Do I really need Shredder Classic?

Shredder classic is definitely not worth money, there are plenty of stronger free engines out there, download the free version of Rybka.

Chessmaster 11 GM edition $19.99 at most locations(got mine at bestbuy), 70 % stronger engine than chessmaster 10th edition,multiple playing strengths to suit you and fully adjustable engine,beautiful house of staunton 3D chess sets,and a plethora of tutorials,puzzles and drills for all players beginner to advanced.also a quite user friendly interface.

For $30 more you can buy fritz 11 with a year membership on chessbase.com. Chessbase involves a lot of European country players and are very strong comparing to U.S. player such as ICC. Heres the e-bay link. http://cgi.ebay.com/FRITZ-11-CHESS-SOFTWARE-FOR-PC_W0QQitemZ290262994712QQcmdZViewItemQQptZLH_DefaultDomain_0?_trksid=p3286.m20.l1116
You can get fritz 10? maybe cheaper and there isn't a big difference. But lacks the 1-year membership on chess base. heres a link

My only experience with Fritz was buying the child's software called something like Fritz and Chester learn chess. It was horrible. There was no way to navigate beyond the talking characters. Read on Amazon. They all say it is impossible to navigate.
I was going to give it to a young member of my family. Instead, I threw it in the trash!
stwils

Shredder Classic 3 is a very nice chess GUI (Graphical User Interface for chess engines). Actually it is Shredder 11 GUI with older version of Shredder engine (Shredder classic 3). So if you like Shredder user interface, I think your best and cheapest option is to buy Shredder Classic 3 and download free Rybka 2.2 engine (http://www.rybkachess.com/free/Rybka22n2.zip), install it in Shredder GUI and you have one of the strongest engines around to play with. Rybka 2.2 is much stonger than Fritz 11 or Shredder 11, not to mention Chessmaster which is much weaker than all of these engines.
If you want to compare chess engines strenght take a look at this rating list:
http://www.computerchess.org.uk/ccrl/4040/rating_list_all.html
Also, if you want completely free solution try this:
http://www.chess.com/download/view/portable-winboardx--rybka-22---updated-setup
There are also other free chess GUIs (Arena, Chess GUI, Jose...) in which you can install Rybka 2.2 and have a very strong engine for game analysis or play...
p.s.

OK. I know nothing about chess "engines." So what is that about?
I have Winboard. Just plain old Winboard that I downloaded somehow andI play against sometimes. It is not all that great and does not teach me anything except I continue to lose...
So how do I put Rubkya engine inside it and what will it do that plain old Winboard does not do?
Sorry to be so obtuse, but I am trying to learn.
And yes, I did like Shredder. Can I put another engine inside it? (Or is this just a totally absurd question?)
stwils

So how do I put Rubkya engine inside it and what will it do that plain old Winboard does not do?
Sorry to be so obtuse, but I am trying to learn.
And yes, I did like Shredder. Can I put another engine inside it? (Or is this just a totally absurd question?)
stwils
My setup of WinboardX (http://www.chess.com/download/view/portable-winboardx--rybka-22---updated-setup) has Rybka 2.2 already installed in it, with two other chess engines (Phalanx and Delfi) with variable strength which you can use for training. Just download it and read readme1st.txt for instructions...
You can put any chess engine inside Shredder chess interface (Extras > Engines > Install Engine). Best option is to download free Rybka engine and install it to Shredder.

I think instead of an engine you might do better to buy a database program that will help you develop a opening repertoire such as Chess Openings Wizard, Chess Assistant or Aquarium or even Chessbase. For a playing program, Shredder Classic is nicely designed, almost bugfree (a rarity among chess programs), but the Fritz interface is a bit slicker with more features for beginners. Shredder can be bought from Chessbase with the Fritz interface. As others have mentioned, Rybka is a stronger engine.

Yes, I have Chessbase 10 and it is an awesome tool but it is even more money than Fritz 11. Stwils you have some very good options that are free as gardelin mentioned. Having gone down this path myself I suggest you play/tinker with some freebies first then make your decision on what to buy. If you're impulsive and have a couple of dollars to play with you can buy any of the ones mentioned above and they will all be stronger than Chessmaster but not as "pretty" to look at. To answer your question about engines... you Chessmaster is a GUI (graphical user interface) and a chess engine all packaged together in one 'program'. It is also an option to buy (or download free versions) of GUIs and engines. The GUI is the presentation piece, i.e. the actual part you see while the chess engine is the 'brain' making the chess calculations

Why anybody should go for strongest engine. I have few old versions of fritz 2 and frirz3.( DOS progtams ) And I am sure not many of us can beat them. Fritz2 runs at about 2100 FIDE a master strength. 3 over 2300. For training purpose chessmaster series is better. Chessmaster 10th has identical exercises as CM9000 but better engine and look. Shredder may have a bit weaker engine than fritz/junior/Rybka but is better in game analysis. Go for yraining program like CT Art3 .

Why anybody should go for strongest engine.
Because the strongest engine is best for game analysis. Who would you like to analyze your game with, if you had a choice between NM or GM? Same with engines - Rybka "understands" chess strategy better than any engine so far and has best evaluation of position.

I went ahead and installed the paid version of Shredder. I like the looks of it, and it says I can install or import a book opening file. I have no idea if the install worked or put the opening book file in my copy of Shredder. And I can't seem to tell where it is.
Now I also downloaded the version of Rubya 2.2 ( I think) but have no idea how to put it inside Shredder or inside my downloaded Winboard. I extracted the zipped file and there is a 32 bit? version and a 64bit? version. So they are just sitting there on my harddrive waiting for me to transport them somewhere to give me a stronger engine for Shredder and for Winboard.
How do I find out what to do with them? I am not an idiot but I know I sound like one!
I should be spending this time playing in the tournament and other games I am in on Chess.com instead of fooling around with the computer.
Why can't things just come as one good complete package instead of all this putting in more engines. I wonder, too, if my messing around trying to get this Rubya engine inside Shredder might make the whole thing crash.
Bother.
stwils

Copy 32 bit version of rybka (Rybka v2.2n2.mp.w32.exe) to Shredder "Engines" Folder or "My documents" Folder, whatever...
Shredder Engines Folder should be located in "C:\Program Files\ShredderChess\Shredder 3\Engines" or something like that, depending on your version of shredder.
Rename "Rybka v2.2n2.mp.w32.exe" to Rybka22.exe just in case, to be sure that original filename does't create problems for shredder because of spaces and dots.
Start Shredder. Go to Extras -> Engines -> Install Engine -> (Engines type: UCI engine) -> OK -> click on "..." to browse for Rybka22.exe -> OK -> OK.
When you get the message "engine succesfully installed!" or something like that you are still not using that engine. Click on the box under the board with current engine name (Shredder Classic 3) and choose Rybka 2.2. That should be it!
If you downloaded my setup of WinboardX than you have Rybka 2.2 already installed in it. Just start WinboardX and click OK and you are playing/analyzing with Rybka 2.2.

About Shredder opening book - don't mess with it if you don't know what you are doing. It is already installed and functional. You can see that by looking in the moves window and right to first cpouple of moves it does not state evaluation value, but "book". You can also see book moves for the current position (if any) in the far right window. When you go out of book you see all legal moves in that window.

I already had downloaded Winboard some time ago. So Rybka 2.2 is not installed in that. I think I would like to tackle getting Rybka in Winboard first.
Can you tell me how to do this? (Will try getting Rybka into Shredder next.)
Thanks.
stwils

Disregard that old version of winboard you have and download this:
http://www.chess.com/download/view/portable-winboardx--rybka-22---updated-setup
It is WinboardX - improved version of Winboard 4.2.7 (wooden board, nicer pieces...) with Rybka 2.2 already installed in it.
If you really want to install Rybka to Winboard 4.2.7 yourself well all I can say is - good luck, because you'll need a lot of it! In order to work with winboard Rybka needs translator program because it is UCI engine and wb uses winboard protocol, so you have to make all that work together by downloading UCI to wb adapter (polyglot is the best) and configuring some scripts.
Installing any engine in Shredder is piece of cake, so you can do that right away.

I just downloaded and installed your Winboard with Rubka in it! Works great. Thank you so much. I'm not used to it yet. I played around with options and got the sound on. I can't change the colors of the board like I could in just plain old Winboard, but then maybe it doesn't matter.
Many thanks to you.
stwils
I downloaded the demo some time ago. I knew then it was only for 30 days. So now those 30 days are up.
I played it once in a while. I liked the interface and I knew it had a lot of features that when I became a better chess player I might enjoy or use.
Right now I have Chessmaster 9000 and the Basic edition of Chess Mentor (CD.)
What is your opinion of Shredder Classic? I think it will cost me about $30. Maybe a little more, not sure. And I don't know if I could put it on my laptop after I put it on my desktop. There is something in their website that mentions copying it to a backup CD. Not sure I know how to do that!
Do any of you like Shredder? Is there something comparable that you like better instead? There is something I have heard about called Rubya (sp?) and Aquarium. If I wanted to add one more software chess package, what would you suggest? I am a fairly solid beginner who wants to get better.
The one thing I loved about Shredder is that you could regulate its strength so that being a beginner I did not just get mauled right off - if I set Shredder to a weak position.
Would appreciate your opinions.
stwils