Wait until you get the program and come back with unanswered questions. It's pretty self-explanatory.
It's lots of fun to play rated games against the various "personalities" and see if you can get your own rating up. I have it, and use it for that.
But I have to point out that you're a diamond member. There's about 1000X more material and educational value on this site for diamond members than there is in Chessmaster. If you want to become a better player, use the resources right here.
Just purchased ChessMaster The ARt of Learning. It will arrive by mail on Saturday. How do you go about becoming a better chess palyer with it? Any tips would be appreciated. Also, how do you set up a position to play against the computer?