I don't think the engine really can help you in analyses. I mean you'll get best move but without understanding why this move is best. Nevertheless, you just press Analyse button for that.
Playing against Houdini isn't good idea too, only top GM probably has any chances against it. And you don't really need infinite time, just set it for 3 hours, I believe that would be enough, wouldn't it?
I use Fritz to analyze my games AFTER I have analyzed and notated them myself.
It is great for pointing out blunders and tactical ideas. For me, personally, it also taught me to use my pawns more effectively and think 'whole board'.
But, EvgeniyZh is correct. You have to be able/willing to understand the engines' suggestions.
One suggestion I would make is to NOT set it at its highest settings when analyzing. It is likely to give you lines that are well beyond your understanding.
Instead, set it at a slightly higer rating than your current rating (+100 - +200). Here, it will show you lines and mistakes you are more likely to understand and find useful.
Thank you EvgeniyZh & kleelof for helping me.
I recently installed Arena 3.5 & downloaded Houdini. I want to know how to play a game against the engine with Infinite time control (like "Chess Titans" in Windows 7). I personally don't like Blitz games. And I want to know how to analyze a game/position using Arena 3.5. There are many options to choose from but I don't know what are those. I want to know how people use Chess Engines. Please help me.