You should start with your target audience's resolution. The safest is 800x600 but that is pretty limiting - 57% of users are running 1024x768 or higher, so if you go with that demographic you should create your website with a target width of around 991 pixels. The height is up to you of course. Use your drawing tools to create an image that is what you want your site to look like, as if you took a screenshot after it was finished. Make filler text where text should be. Once you have your layout designed, figure out how you want to lay out the side (using tables or DIVs). I find that sketching a layout breakdown is easiest. Then select sections of your layout - for example, select the header part, column header images, etc. - and save those selections out as JPG or GIF (PNG is good but not widely supported inline yet). Then write your HTML code and put the images in accordingly.
If that doesn't make any sense, then you should probably get a book. Try this one http://www.amazon.com/exec/obidos/tg/detail/-/1562057561/qid=1089691700/sr=8-1/ref=sr_8_xs_ap_i1_xgl14/103-4322980-4361435?v=glance&s=books&n=507846
(FYI, I've never used Paint Shop Pro... professionals use Photoshop, but the principles should be the same).