I have Fritz11. If you set it on infinite analysis, you can play out your game and have the computer analyze your moves.
Game Analysis

You didn't say which version of Fritz you have. In Fritz 13, I save pgn files and open them in a text editor (Notepad in Windows for example). Then open Fritz, click New Game to clear the board and then Paste Game (under the Home tab). Then you can analyze it move by move with Infinite Analysis (under the Home tab) at any point, or you can go to the Analysis tab and click on Full Analysis, set the time you want it to crunch (I use 20 seconds/move) and go get a cup of coffee. It may take around 15-20 minutes for a game to analyze depending on the number of moves and the speed of your computer.
But don't rely on the engine to teach you chess. Spend time move by move to try and understand what is the best continuation before you look at the engine recommendation. If you just skim through the game without thinking, it won't help you much.
Hello everyone, I am relatively new to chess and obviously would like improve. Besides studying books, which absolutley love doing, I know one must analyze their own games with a chess engine..... I was wondering if anyone can give their opinion on which engine I should use. I have fritz but I hear it is difficult to upload pgn files to analyze and I cannot seem to find how to do it. Any help is greatly appreciated!