Portable Games Notation (PGN) is a way of recording chess games so that computers can replay them.
Some other chess sites include PGN chess games which you can click through. If you want to do that for yourself then you can find out how at the Cassia's Web PGN editor page.
It is a good idea to look at the Video Tutorial to find out how to to use it. As well as recording games you can make your own chess puzzles.
Chris