I intend to make a database of my games so as to improve BUT i need pgn to insert and OTB games dont have pgns can i make them?

You can go back to your previous games and download the pgn file.  Just pick the way you want to display it.

Why not download a free copy of ChessBase Lite? It can hold up to 8000 games and can do analysis.

Here's a link: http://www.chessbase.com/download/cblight2007/index.asp

I believe this is ideally suited for the task you envision. I'm sure it can upload pgn games from this site as well.