If you want to use them to play against or use them for the courses they have? Usually you can pick up Fritz 11 for cheap or chessmaster. They have built in courses. Either is good for anyone. You have to follow the basic opening guidlines should be your goal. Then find a method to spot the errors made in the games you play, record those and a pattern will occur that keeps repeating itself. If you live in Russia, find a player that is stronger and ask question while you play your game, you will get results either way.
What should i buy/download ?
I don't know what is better in chess engines, their courses or their power to analyse, i think the better is the second option, i heard fritz is doing great analysis ^_^
You don't improve in chess by buying things.
Make use of what you have first, chesstempo and chess mentor.

Nothing personal but considering the ratings I saw in your profile and the fact that you're a diamond member you don't need to buy anything right now, although I'll inc a link for some good, cheap (used that is) beginner books. You already have unlimited access to videos, tactics trainer problems, chess mentor lessons and lots of articles all right here and that's more than enuff to help you improve considerably!
http://www.chess.com/blog/NimzoRoy/beginner-chess-book-recommendations
If you still feel obligated to own some chess software download Arena and/orWinboard which can then be loaded with FREE engines such as Houdini 1.5, Stockfish, Firebird, Komodo etc. The latest and greatest engines aren't going to help you one iota more than the free ones, just like they can't help me or 99% of everyone else here. However if you don't like the free chess programs I'm using Fritz 12 and think it's worth the dough - IF you really hate the freeware!
Hello there !
I recently decided to improuve at chess and because of my job i have around 500€ to invest in chess. I already get chess tempo abonement and chess.com abonement,
Now i need to know what kind of software do i need... ^_^'
I know that the best analysis is done by houdini but oudini is just an engine and i need a "software to support it"
Tell me which kind of software is good to improuve at chess. I heard a lot about fritz and another one, are they good investment. Also if there is another kind of sofwares (like a software which converts your pgn or something like that ^_^) please tell me their name and functions :)
Thank you for all your answers !