Originally posted by despondman
On the 'My Games' screen against the game you are interested in, or on that game's individual screen click on the 'info' link. Tab down to the bottom of the window that opens and click on 'Get PGN/FEN'. In the screen that opens highlight and copy the text in the PGN box and then in Fritz or Chessbase open a new game and select 'Paste Game' and the the game is transferred.
Or if you want more games, in "My Games" click on the "Manage Games" header, check all the games you want, and then click on the "email PGN" link in the left column.