I'm going to assume that you already have some familiarity with HTML coding and with Paint Shop Pro. Given that, look here for some of the basics of Web graphics:

• Embedding Images in HTML Files
• Creating Backgrounds
• Creating Buttons
• Transparent GIFs
• Interlaced GIFs and Progressive JPEGs
• Optimizing GIFs and JPEGs
• GIF Animation
• Image Maps
• PNG

And here are some of the basics of PSP:

• Filters
• Effects and Deformations