I had just received Fritz 12 in the mail two days ago. I have installed it and I love it. The only thing I'm confused about it is its analysis engine. I have participated in two tournaments and have written each one down with annotations. I would really like to analyze each one with Fritz 12. Is there any way to "command" Fritz to analyze my own games? I would appreciate your advice.

Under "Analysis" tab press "Full Analysis".

I believe it's best to analyze it "manually" with the "infinite analysis" option, going over moves with the engine yourself.

Yes, or probably both. In full analysis with 30sec per move you'll let the engine think a bit longer to get to a more accurate conclusion which you might miss if you just go through the game faster then 30 secs per move in infinite analysis mode. After full analysis you can go through the game with infinite analysis running to explore some lines and understanding some tactical choices the computer suggests.