I figures out how to use Arena. It was not difficult at all, I simple have to click "analyze" and enter my moves. I will give a try with Arena.
How to use Arena for analysis?

I have entered my game into Arena and selected Houdini as the engine. When I hit the analyze button, it just analyzes one more rather than the whole game. Any suggestions?

I have entered my game into Arena and selected Houdini as the engine. When I hit the analyze button, it just analyzes one more rather than the whole game. Any suggestions?
You should be able to find the answer in the Arena Help file, but in short, the "Analyze" button is just for manual analysis of a single position. To analyze an entire game, you need to go to "Engines --> Automatic Analysis" in the menu system.
Why buy a chess engine? Well, not all engines are the same. If you analyse a complex position with two different engines, you will see what I am talking about. They also have different styles. I bought Houdini because it seems the most popular engines among GMs. I am a weak player, but I want a strong engine to analyse my games and to prepare for tournaments.