bearheart wrote on 09/08/14 at 11:32:41:

Well, bearheart, you need a GUI to run this engine in a proper mode.
If you don't have Chessbase, Fritz, ChessOK Aquarium or alike, you can download a free GUI (for example Arena at http://www.playwitharena.com/ , Scid Vs PC at http://scidvspc.sourceforge.net/ or even my favourite free GUI called ChessX at http://chessx.sourceforge.net/) and install the engine under one of these. 

EDIT: Of course, Rybka Aquarium will do.

Please, pardon  my total ignorance, but how does one run it?  I extracted it after downloading & unzipping, however, when I when to run as administrator I get a DOS window that appears to show only the coders name.  It has been too many decades since I have played with command lines prior to the creation of GUIs. 
Can anyone give me the directions?   
Too old to remember...

A new candidate for best analysis program: Komodo 8 engine at http://komodochess.com/ is out now.
The developpers promised +50 ELO points for this new engine version. First tests started...
For now, some engine-testers confirm +17 ELO points, though more games are obviously necessary. 

Configuring the number of cores, hash size, endgame tablebases support and...pondering on/off and setting the proper use of opening books (if you do match tests between engines) is enough for a start.
For infinite analysis you have to configure maximum hash (irrespective of the engine you use). It means that if your PC has 2048 MB RAM, then your maximum hash size is 1024 MB. For matches between engines it depends on what time control they play. If it's the classical 5' blitz control - 128MB for each engine is enough (reading a big-sized hash file while playing blitz is counter-productive). 256MB hash for each engine is good for matches on 60'+15" time control for example...and so on..
"Large pages" can improve the speed of analysis with 10 to 15 per cents, but not for long (and not every engine can handle them right, too). And besides, you have to be experienced in order to set properly the "large pages" parameters on your PC (if it supports them, of course).
Usually, engines are not good with openings or opening-related positions. That's why their developpers recommend using human-made small opening books (up to 8-15 moves only). Do not rely on proper evaluation of the openings by engines up to the 15th move!
If you let them play in matches on their own, they'll probably start with 1.d4 d5 2. Bf4 Nf6 3.Nc3 Nc6, or similar, all the time. 
...And yes, analysing on one core for two hours is better than analysing on two cores for one hour only.

From: http://www.cruxis.com/chess/manual/index.html?cores_and_threads_management.htm
"When using multiple threads, the Split Depth parameter defines the minimum depth at which work will be split between cores."
Imho, you have to "autotune" Houdini, but leave the other engines you have as they are. Nobody knows the settings of these engines (except their developpers, of course). One can expect that the default settings are best, except when told otherwise.
When using multiple threads, it is supposed, logically, the eficiency of the engines to be multiplied automatically by a per cent equal to 100 (i.e. one core = 100 per cent, two cores = 2x100 per cent). But no, it's not like that. Adding a second core doesn't mean you add another 100 per cent efficiency to your analysis power. It means you add efficiency of about 75 per cent to your previous 100. And these per cents diminish with every core you add to your PC configuration - all because of the fact that the cores work in parallel and can often try to work simultaneously on the analysis' lines. So, maybe for analysis it's better to have one powerful core than two weaker ones.
Well, the last is valid when trying infinite analysis. While if you use Aquarium IDeA's methods for analysis, you'll definitely need more cores even if they are weaker. But, that's another story..
As for "how long" when using 'infinite analysis' - mhmm, I think the answer is in the name of the subject. 
Now seriously.. Theoretically, the infinite analysis is better when using one powerful core for two days (with maximum hash) than using two cores for one day only. And it depends on the position you analyse for how long you would allow your engine to dig in. There is a "horizon" that engines can't pass, because of the pruning. I.e. they tend to stay solid in their decisions and don't change their evaluations too easy, even they spot something 'interesting' on a very big distance from the root. The pruning at depth, say, 32 plys is enormous - so, it's not an easy decision to change the first move. A year ago, the developper of Houdini suggested (and even shared) the idea to write a special code in the engines which turn the engines to diminish the plys' depth when spotting a new opportunity and to continue from a firm ground.
Some say they never saw an engine to change its decision after 32 plys depth, but I've seen it.. So, as I already mentioned, it depends on the postion you analyse.
Besides, something you don't have to forget - engines are not designed to work in infinite mode. They are made to fight each other in a head to head matches on different time controls.. So, when you use them for infinite analysis, you definitely don't use them as expected. There are other methods that are more efficient, when trying to achieve a good analysis.
I can talk about engines all night long...so it's time to stop, I think. All the more, the self experience is better than reading someone's "how to" writings. 

Thanks for both these Vass! I am currently seeing off that old toad work, grrr, but will get with all of this v. soon!

I had to run Arena 3.5 GUI in order to be able to answer your questions. 
Black screens, after double-clicking on the engine-exe file in your Windows Explorer, are only for receiving information about the engine - whether it is recognized by your PC and if this engine will run on your PC, who is the author, what does this engine recognize about your computer configuration and so on..
All your parameters' changing has to be done on the settings' menu of the GUI.
Under the Arena menu Engine/Manage/UCI there is an option "Common max. CPU Cores Setting" with value "1" (in my case). This way the GUI tells the engine (when installing) that this engine will use one processor core only (when running under this GUI). So you can install two engines (they'll use one core each) and run them one after another in the GUI to analyse a certain position. Still, you can click with your mouse and browse whatever you want on your PC - it won't freeze because every core has two threads and one of this threads will handle your new activity (for example, opening Internet Explorer and so on) for a moment, while the other thread will keep running the analysis of the engine. After stopping your activity, the thread you use for your browsing will return to its usual job - i.e. joining the other thread of the core to prolong the analysis. This feature distinguish the new "modern" processors from the old ones.
As for how to run two engines simultaneously in your Arena GUI: 1. Make sure they use one core each!; 2. Under Engine/Manage/Select there is a box called "loaded engines" - load two of your engines (from the right box with the installed engines -> to the left one) and press "Start" button on the down left side!
I'm sure there are other ways, too...but first start with this one!
Enjoy!