There are many ways to improve your game. Books are tried and true, videos cut the time down, but software is the most effective when used properly. Chess Database software can be a very powerful study tool.
The fundamental concept is studying high level games. With a chess book, you are limited to the printed words and coming to your own conclusions or that of the author. With a database program such as Chess Base 9 you will find many avenues to approach your study.
Just imagine the possibilites with access to 2.6 million games. Thousands of games have commentary and you can customize graphical statistics of openings, players, etc. Add or view text commentary, spoken comments, embedded pictures, soundtracks, and video sequences. Analyse positions with grandmaster strength builtin modules. Of course, you can also add your own games in the customizable databases. Imagine having access to a player database with over 20,000 pictures.
As you can see the chess database concept is very comprehensive. I haven't even come close to covering all the value such a program offers.
If you are serious about chess study I recommend reading more on Chess Base here.
Raphael Neff