Please let me know. It wont let me do it.

perhaps change it to a .txt file & copy/paste as below.

1. d4 d5 2. Nf3 Nf6 3. c4 e6 4. Bg5 Be7 5. Nc3 c6 6. e3 Nbd7 7. Bd3 h6 8. Bh4 O-O 9. O-O b6 10. cxd5 cxd5 11. Rc1 Bb7 12. Nb5 Rc8 13. Rxc8 Qxc8 14. Nxa7 Qa8 15. Qa4 Bd6 16. Bb5 Rd8 17. Bxd7 Rxd7 18. Bxf6 Rc7 19. Be5 Bxe5 20. Nxe5 f6 21. Qb5 fxe5 22. Qxb6 Re7 23. a4 Kf7 24. dxe5 Ba6 25. Qxa6 Rxa7 26. Qb5 Rxa4 27. Qd7+ Kf8 28. Qxe6 Ra6 29. Qd7 Rb6 30. Rc1 Rb8 31. e6 Kg8 32. g4 Kh7 33. e7 Re8 34. Rc7 d4 35. exd4 Qf3 36. Qf5+ Qxf5 37. gxf5 Kg8 38. d5 Kf7 39. d6

or just copy/paste as here. 

[Event "Online Chess"]
[Site "Chess.com"]
[Date "2008.01.22"]
[Round "1"]
[White "-------"]
[Black "Don1"]
[Result "0-1"]
[WhiteElo "1686"]
[BlackElo "1836"]
[TimeControl "1 in 3 days"]

1. e4 e5 2. Nf3 Nc6 3. Bb5 a6 4. Ba4 Nf6 5. O-O b5 6. Bb3 Be7 7. Re1 d6 8. c3 O-O 9. h3 Na5 10. Bc2 c5 11. d4 Qc7 12. Nbd2 Nc6 13. d5 Nb8 14. Nf1 Nbd7 15. Ng3 Nb6 16. b3 c4 17. b4 a5 18. Ba3 axb4 19. Bxb4 Bd7 20. Nh2 Rfe8 21. Ng4 Nxg4 22. hxg4 g6 23. Qf3 Na4 24. Bxa4 Rxa4 25. a3 Qc8 26. g5 Bg4 27. Qe3 Qd8 28. f4 exf4 29. Qxf4 Bc8 30. Rf1 Rf8 31. Rad1 Ra6 32. e5 Bxg5 33. Qf3 Be7 34. Ne4 Bf5 35. Nxd6 Bxd6 36. exd6 Qd7 37. Rde1 Re8 38. Qf4 Bd3 39. Rxe8+ Qxe8  0-1

click on the insert position or game button then select

• Game or sequence of moves

and paste de pgn sile on that dialog box, dont forget to selext the dot left from that box

If you download the file and then open it with a text editor (notepad) it will display the .pgn in text format.