Don't now how to do in PSP but in photoshop i can do it by using the "magic wand tool" to select the white parts and then i press delete when i have selected all the white parts by using the shift-key for a multi-selection.
Hope this helps u, I have never used paint shop so...
Or if u have photoshop (or any other program that can open *.psd files) u can download these pro-kits that are very usufull for skining: http://www.lfs-gear.com/kitz.html