Normally the Opening Book of your software come with it,you don't need to do any major change on it,they are good,but now ,if you like to complicate your life, go to any links posted by my brasilian friend and get those on your pc, and here are the step by step posted by my friend M.T_mode of how use those in your Fritz or Shedder
this how u can add an opening books to your program (this example work for Fritz and Shredder)
copy and pasted from M.T_mode instruction
Sure, dude.
First of all, download and copy this book into the My Documents/Chessbase/Books folder.
Then, open your software and go to File/Open/Openings book, here you can select the book you've just copied.
That's it. From now on, your software will use this book, you can change its settings by pressing the F4 button.
Something tells me that I've already explained these on this forum, anyway.
Good Luck
From the Rybka web page>>>
Installation instructions for the opening book for Fritz
If you have accomplished a minimal installation of Fritz, then in that case the opening library is not installed. Otherwise you can also replace the opening library of Fritz with the opening library Rybka 2.1.
In order to link the opening library Rybka 2.1 do the following:
1) Copy a file Rybka.ctg from the ? Opening Book folder on your CD into folder C:/My documents/Chessbase/Books .
2) Start a new game .
3 ) Select the Opening book Tab. If the opening library was installed, then in order to replace it right-click in the program window and select the context menu item Close Book File .
Click the button Load book . Select the file of the opening library Rybka.ctg
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That could share it with me!? 
