\documentclass{article}
\usepackage[pdftex,active,tightpage]{preview}
\setlength\PreviewBorder{5mm}

\usepackage{skak}

\begin{document}
\begin{preview}
% sets the internal board or a new game
\newgame%
% typesets the moves and updates the board
\mainline{1.e4 e5 2. Nf3 Nc6 3.Bb5}\\
% show the current board position
\showboard%
\end{preview}
\end{document}