Linking Eukaryotic Orthologous Groups database to PSI-BLAST

Question

[Alexandraisgm]

I'm trying to do functional classification of proteins and I have got no idea where and how to start. I was told about PSI-BLAST and KOG but how do I even access KOG from here: ftp://ftp.ncbi.nih.gov/pub/COG/KOG?

How does PSI-BLAST and KOG even relate to each other? Can I link them up?

I've nobody to guide me so please help. I'm really really confused!!