You can use Scid as a GUI, you can download it for free. And then use any UCI engine you want, I recommend stockfish (also free). Scid also comes with Toga which is pretty strong too.
In Scid you have an option to put the engine analysis on low priority, so it doesn't take much cpu. Keep in mind that while you are not running the engine your computer won't slow down just because you installed the engine.
Hey Heroes. Just to clarify in general. There are two parts of software necessary for the job. The GUI takes care of the presentation of the chess board on the screen, the chess pieces you want to see, the colors, etc. The second part is the program that actually calculates chess moves which is called Chess Engine, or simply engine for short. Temp_ddg also mentioned the word UCI which is the protocol of communication of the two parts I just mentioned which pretty much you don't have to worry about because these days it is the standard. Several free GUI and engines exists so it is a matter of taste and playing around a bit to discover your preferences. And they should not mess with your computer when you install them so relax on that and enjoy.
Thanks a lot! Now this all should not be hard for anyone anymore in my opinion :-)
Oh I would like to ask more questions for good measure! How much megabytes would engine and GUI require? And for using chess engine (to analyze games)...when is it allowed? I meant, when I run the engine, should I quite chess-sites (like this or chesscube etc) in order not to get bans :D?
Ok now all this seems so clear :-) I have decided that I choose Stockfish over than Rybka cause it is newer than Rybka :-) Also, Stockfish is freeware so I won't have any problems with copyright issues
Now I have a hard decision: Which GUI? Arena or Scid :-)?
Hey Professor Heroes. It is a matter of taste for Arena or Scid. However Scid is more oriented as a database than Arena. That is, Scid is better in storing games, sorting, printing, etc. You must know though that Scid is not being serviced anymore, the creator stopped putting hours of work into it. Don't be afraid to try stuff, if you don't like them then just delete them. While it is a matter of taste it is also a matter of what you have in mind to do. Cheers.
Heroes, I heartily agree with your decision to go with Stockfish over Rybka. If you install Rybka, your computer will quickly develop a rancid, fishy smell that will be almost impossible to get rid of. Stockfish is dried out, so you shouldn't notice any appreciable smell with that engine.
P.S. On the GUI, I prefer Arena, but it's just a matter of preference.
Yep, Houdini is a great analysis engine. The only problem with the free version 1.5 is that you can't weaken it in playing mode to have a chance to beat it.
So I decided to dload arena since i think it has more users than scid 
I dloaded it from its website and the version was 3.0 and size about 17Mb. So, how should i start this?
Where should I place that zip-file? What do I need to extract? Or should I extract the whole zip-file? I didn't dloaded stockfish yet since I thought that arena should be dloaded first At the moment I prefer stockfish than houdini cause it seems clearer ^_^
I'd say forget the zip file and download the Arena 3.0 setup file (16 MB). Double clicking on the setup file will start the installation process.
Ok I dloaded the setup file then was going to run it. But it says that the system doesn't recognize the publisher. I'm bit scared of... should I really continue 
?
If you downloaded it from the official site, it's safe.
Agreed, the download from the official site is safe. This download is the exact file that I installed on my computer (verified by hash signature), and I've had no problems with it. Also, I just checked the download using the online VirusTotal site, and it's clean as a whistle.
Ok I just installed it :-) It seems like that I don't need to dload any engines yet cause arena comes with some engines too! But arena contains a lot of things which will take very long time before I get used to it. Also, when launching an engine the computer begins to lagg a lot so I wonder if I ever have any motivation to use it...
Has someone said in the previous comments, you an go and try to find where to change the priority of the chess analysis so it uses less CPU and therefore avoiding part of the lag.
It sounds like you need to learn some computer basics BEFORE you load any chess software, since you seem to be somewhere between kindergarden and first grade in your PC knowledge. You don't even know what OS you're using (Windows 7? or Vista?) and BTW loading any type of chess software is highly unlikely to adversely affect your PC, although depending on your CPU, RAM etc and what chess engine you use and how it's configured it might make it hard or impossible to multi-task easily while the chess engine is analyzing something for you.
In case the above all sounds like meaningless goobldeegook take my word for it - take a wk or 2 off from chess to learn some PC and Windows basics.
Don't buy any chess software until you check out Arena and/or Winboard, both free that can use various free engines such as Houdini, Stockfish, Firebird etc.
http://www.gcflearnfree.org/computerbasics
http://www.grassrootsdesign.com/intro/
http://windows.microsoft.com/en-us/windows-vista/windows-basics-all-topics
Well I decided to uninstall everything since I think that I will never handle anything :( I think it is much easier just to play chess without any extra things... it will make chess much more enjoyable :-)
But the good thing is that this thread might be a help for people like me if they consider using engines for first time :)
I would like to thank everyone who has helped :)
PS: sorry for my really bad english...
Anyone know how to make Hodini, Rybka, Stockfish etc. never resign? Is there such an option? I use Arena 3.0 currently.
Thanks!
Nothing personal but RTFM (if there is one, who knows? Not me) Look Arena up using a search engine or go to their website and look around for FAQs, docs and forums. If Arena has a help file you might find your answer there.
Offhand based on my experience with Fritz 12 I'm guessing what you want is an option or feature of whatever program the engine runs in - Arena in your case. I could be wrong though (the horror...the horror) so if you can't find a "never resign" option for Arena I guess you may end up having to look up the docs on each engine.
In general it never hurts to just start clicking on pull down menus (or whatever Arena has) and look for options - preferences - settings - etc. I've been using ChessBase for years and am still discovering how easy it is to overlook all sorts of features until you start clicking on them to see what they do.
I have no experiences with chess engines but I would like to have in order to improve skills. First at all, I have Windows7 (or Vista) interface. I have considered to get Rybka (they say it is the best & free) but I saw that I needed to download something before downloading Rybka (something like GUI). I don't know what it is and I don't know do I need to dload anything else. And the worst, I fear that all this would change my regular computer.
Since I would like to keep my computer as it is at the moment, I wonder if something changes after having Rybka in my computer. I don't know what to do. Simply I just avoid dloading Rybka but it would be really cool to have a chess engine.
Helps! I would like to know the effects of chess engines to weekday computer actions!