Another thing I forgot to mention: this works best (or only works) along with an endgame book - e.g. [my endgame bible is BCE+Analysing_the_endgame] - e.g. read up the idea of how to win with N+P v P+P; then practise the idea by making up excercises like this and practising on them.
also since sometimes the diagram takes too long to load, here is the pgn so you can copy and paste it into your favourite pgn viewer or whatever...
[Event "practice endgame"]
[Site "home"]
[Date "2008.09.27"]
[White "rybka"]
[Black "rybka"]
[Result "1-0"]
[FEN "1k6/pp6/8/8/8/8/2PN4/4K3 w - - 0 1 "]
1. Ke2 Kc7 2. Kd3 Kc6 3. Kc4 Kb6 4. Nb3 Kc6 5. Na5+ Kb6 6. Kb4 Kc7 7. Kb5 a6+ 8. Kc4 b6 9. Nb3 Kc6 10. Nd4+ Kd6 11. c3 Ke5 12. Nc6+ Kd6 13. Nb8 a5 14. Kb5 Kc7 15. Na6+ Kb7 16. c4 a4 17. Nb4 a3 18. Ka4 Kc7 19. Kxa3 Kd6 20. Nd5 Kc6 21. Kb4 Kb7 22. Kb5 Ka7 23. Nxb6
1-0
(practise winning this against all defences. The above is only one.)
Note that there is a correction here: rybka v rybka - because I remembered - or at least I now think, I am not sure - that this particular line of play was not me v rybka, but rybka v rybka. (with all relevant 3-to-5-piece tablebases. If you have 6-piece tbs then of couse the program will immediately see it as mate-in-34 starting 1.Ke2 OR 1.Nb3.)
One way to improve your endgame is to think up miniature practice-exercises like this one [you'll need tablebases for this sort of self-created endgame course]
Yesteday I thought this one up - white wins [as rybka with tablebases sees, albeit - rather more slowly than I expected ;)]. So practice winning this against strong players/programs - preferably programs with 5-piece tablebases. I have given the win against one line by black: