If you want to use the European Handicapping system, which alters your handicap for each course you play according the the courses Course and Slope ratings,  You need to do two things:

1. On the main Screen, click "System Setup". On the system setup screen,  make sure that Handicapping System is set to EGA (European Golf Association)

2. Make sure that you have entered course and slope ratings for any course you are going to play.