Datamining for beginners

[Marb2k]

I have recently purchaser poker tracker and PaHud. Necause of this, i am wanting to datamine .25/.5 NL at both party and stars.

How do i do this? Am i allowed to do this (i.e. do the sites allow it?) Do i just open up all the .25/.5NL tables and then import all the hand histories to poker tracker afterwards?

Also, regarding pahud...is there any easy guides which show you how to use it?