Nice start but first things first PSP will not add code to your web page it will however make it possible to have rollover images when the mouse hovers or clicks the button. Secondly,
good luck I've tried making a web page with it and it got way to confusing because you basically have to develop a map of the links (treeview categorizing), and it is possible to export the image(s) to html.
Here are the very time consuming tasks:
First map out the main webpage with the image slicer and click "Save Settings"
rem this will save the settings so you do not have to map out each image every time.
Second set all the rollover affects you want for the individual images
Third and this is very important you need to have the web addresses for your webpage figured out before hand.
Example ( I will put extra spaces down to show different section)
This will be your main web page (not real web page)
http:\dbprules.universe.net
this is where all the main links will be
You need to know for the links before they are made where they will go
link1 will lead to http:\dbprules.universe.netlink1main.htm
yadda yadda yadda
untill all the links for the first page are complete then click save settings
After this is done you will have to click "save as" this will save it as html with a folder in the same directory for all the sliced images.
Fourthly you have to do this exact same thing to each individual page of your website (the settings can be loaded for each webpage which cuts the time down a little).
then you have to make sure that you have the correct domain name or web sponser for all the links, and make sure you have the rights to upload to that location.
If I were you...give up if you want to use PaintShopPro. Their are better ways than that to make web pages, and I am talking through experience.