On my computer, how do I delete some of the saved games which I no longer want? I can't seem to find "delete" command anywhere.....

Strangely enough, there's no option in Chessmaster to delete games... I guess they didn't think about that.

You can still delete the games; however... just use Windows Explorer (or, if you're feeling nostalgic, open a command window) and navigate to the following folder:

C:\Program Files\Ubisoft\Chessmaster Grandmaster Edition\Data\Users\<Your Name>

All your games will be stored there, and you can delete them just like any other file.

If you want to remove rated games, you'll need to edit the Rated Games PGN file (named <Your Name>'s Rated Games.PGN) using Notepad or some other text editor.