Goto your completed games inside "my games" or whichever sub-folder you use. After the text "last move" is a bit of text called "info". Click on that and at the bottom, click "get PGN"
Then there are 2 methods:
a) copy and paste
Copy the text in the PGN file, open up chessbase light, open up a new board and paste the text in the board notation window
b) choose the "get PGN e-mailed to you" option, and then just save the file to disk once you get it e-mailed to you, open up chessbase light, go to "file" "open", navigate to the file and double-click it