This behavior is the result of a file association problem and specifically the DDE settings of the file type you are attempting to open.

See the instructions below to fix this issue. The path used will vary by version of Paint Shop Pro.

1. Close Paint Shop Pro and any other programs.
2. Double click on the My Computer icon on your Desktop or click on Start | My Computer.
3. Next, click on Tools | Folder Options.
4. Choose the file types tab.
5. Scroll through the list to find the file type in question, for example .jpg or .jpeg image. Click on the file type to highlight it.
6. You should see a repair button. If you do, click the repair button, then click ok to exit these windows.

Try Paint Shop Pro file association again, i.e. double click on an image file icon.

If you do not have the repair button:

1. Click the advanced button.
2. On this next dialog, click on the word Open, then choose Edit.
3. Edit the field that says Application used to perform action to read like the following line.

Paint Shop Pro 7 - "C:\Program Files\Jasc Software Inc\Paint Shop Pro 7\psp.exe" "/dde"

Paint Shop Pro 8 - "C:\Program Files\Jasc Software Inc\Paint Shop Pro 8\Paint Shop Pro.exe" /dde

Paint Shop Pro 9 - "C:\Program Files\Jasc Software Inc\Paint Shop Pro 9\Paint Shop Pro 9.exe" /dde “%1”

Paint Shop Pro X - "C:\Program Files\Corel\Paint Shop Pro X\Paint Shop Pro X.exe" /dde "%1"

Note: If Paint Shop Pro was not installed in the default location, use the Browse button to locate Paint Shop Pro.exe. Once the path to Paint Shop Pro.exe has been set appropriately in the "Application Used to Perform this action" field, click in the field and add [space] /dde (where [space] is the space bar depressed once).

Make sure that Use DDE is checked, this will show additional fields below this checkbox.
In the DDE Message field type: [open("%1")]   (make sure to type this exactly as you see it).

In the Application field type: Paint Shop Pro
In the Topic Field type: System

4. Click ok and close out of these windows.

Try Paint Shop Pro again (you may need to repeat this procedure for each file type in question.)