I haven't seen Khmelinsky's second book, but I can heartily recommend his first one.  It was one of the best "test yourself" type books that I've ever seen, and gave more ideas on how to improve than most do.

I have got a question:There are many opinions how to improve in chess.
I have the DVD of Adrian Mikhalchishin "Decision making in chess" 
He said that a chessplayer has to find his problems and then he has to try to eliminate them.
So I had the idea,just to write down the problems I find in my play in an exercise book,not to forget them and step by step I will have to work on them.This simple idea helps really well to structure my problems and improve much faster and more effective ,than I have improved in the past.The problem was that when i wanted to train chess ,I didnt know where to start and i just took a chessbook and worked with it,but often after I finished the book I felt that I am as bad as before.
Have you also some suggestions and ideas how to improve more effectively?