I know of one chess program which is called BetaX, although I don't know how it is possible to get it
Is there a computer program that makes puzzles from your games?

You can use the "Full analysis" and "Blunder Check" features of Fritz 8 to find chess tactics and puzzles from your games. Just make sure you check the "Training" button.
This will mark the position, and it will come up as a training question when you play through the game.
This is how I find a lot of the chess tactics that I use in the e-mail newsletter I write at http://tacticstime.com :-)
Instead of memorizing tactics problems from books, I'd rather memorize the tactical blunders I make most often. I'd like to imput my games into a computer program that then spits out many snap shot positions from my games and asks me how to get out of a problem or capitalize on a blunder. I could then do those in repetition, instead of just maybe seeing them once during game analysis. Do I just have to draw the positions myself?
I have Fritz 8. I don't know how to make it analyze my games.