You could download ChessBase Light - that can read PGN files:
http://www.chessbase.com/download/cblight2007/index.asp
Or you could download Pgn Reader, for example:
http://www.enpassant.dk/chess/softeng.htm#PGNRD152
Or PGN Mentor:
http://www.pgnmentor.com/download.html
Games of the masters? A good starting point is here:
http://www.pgnmentor.com/files.html#players
I'm new on the web. I have a question, how can I open a pgn files, and where on the web can I find games played by Chessmasters?
Thank you!