Next time you see a position that is supposed to be winning: capture the position, transfer it to your favorite chess program, set the program at a rating higher than your own and play the winning position to see how to conclude the game. Then go back and repeat the exercise at an increased rating until you can win against it at full strength.
This is the position and move that Houdini found was winning (i.e. -4.27) in my last game post. Move #47 with Black to play. I am playing against Shredder at full strength. There probably is a shorter way to win, but this is the method that I found/played.
My blog stats indicate that there is a higher level of traffic for these Winning the Won Game posts. I'm pleased that the exercise that seems to help me the most is also one of interest to my readers. A very interesting exercise that I highly recommend.