I believe Play Winning Chess is the first in the series, so that would be a logical place to start.
THE ‘WINNING CHESS’ SERIES

If this is your first chess book and you're relatively new to the game, then I'd start at the beginning of the series as fburton said with "play winning chess"
The Strategy book is excellent and has really made me enjoy the game 100% more. It teaches you to start understanding all those mysterious moves in games where nothing much seems to be happening. I never really felt I had the opportunity to exercise tactics very often in any of my games, but since beginning to attack this book seriously opportunities to play great moves seem to be falling out of the sky. You definitely need to do this one with a board out. Level is low intermediate.

In the Chess Master game, there is a section called ' Strategy by Yasser Seirawan' which will teach the principles of strategy and help build positional play.
Like the great Bobby Fischer said: "Tactics flow from a superior position"
Our opponents aren't going to just offer us up positions in which we can use tactics to win, we have to create the tactics with careful positioning. Methodical thinking and patience are sometimes your best friend when the pressure is on.
I'd recommend learning strategy either from books or an Interactive program such as Chess Master.
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The THE ‘WINNING CHESS’ SERIES by Yasser Seirawan gets a lot of positive coments. Which should I buy first?
Thanks
Paul