I'd look for an older version of chessmaster - you should be able to get chessmaster 10 in the clearance/budget section of shops now (amazon.com has it for $20), and it comes with nearly all of the lessons and features you get in the brand new version. The chess academy part of chessmaster is a very well done tutorial through tactics, then onto end games and then annotated games - $20 is a bargain for it.
Playing wise, it'll let you play against different levels of computer opponents, or play both sides for yourself, as well as move suggestions etc.
Does anyone know of an inexpensive chess program that will allow a person to play both sides for experimenting with different moves. Preferably it would have a mentor program attached or inbedded.
r-mcintire