1. Create a large, transparent image. This image should be at least as large as any frame you will ever need to make. If you take a look at the frames provided with PSP X2, you will see landscape frames with widths as large as 2900 px and heights in the 1500 - 2000 px range. So make your frame as large as you need it to be.

2. There are many ways to make the frame itself. You can use the Selection tool in the shape you want your frame, fill with the desired material, contract the selection the number of pixels you want in the width of the frame and delete. Or you can use the Preset Shape tool, choosing the shape you want from the Shape list. Set the Width to a large number, and select the Material you want for the frame in the Foreground Materials box, with the Background Material set to Transparent (Null). If you use the Preset Shape tool, either UNcheck "Create as vector", or convert the resulting shape layer to raster.

3. Use the PSP Inner Bevel effect, or Eye Candy Bevel Boss, or any other bevelling software to apply a bevel to your frame. Play with the settings to give your frame the look you want. Add any other touches you want to your frame before continuing. Merge all visible layers (Layers...Merge...Merge Visible) when you are done.

4. If your frame does not fill the entire image, crop the image by choosing the Crop tool, and clicking "Snap crop rectangle to: Layer Opaque" on the Crop tool Tool Options palette:
   

5. If your frame is non-rectangular, create an alpha channel selection that defines the transparent areas outside the frame:

   • Use the Magic Wand (with Mode = Add, Match Mode = Color, Anti-alias CHECKed, Contiguous CHECKed) to select all the areas around the outside of the frame:
     

   • Invert the selection (CTRL + SHIFT + I) so the selection is around the outside of the frame:
     

   • Choose Selections...Load/Save Selection...Save Selection to Alpha Channel. Click the Save button in the Save Selection To Alpha dialog, and then deselect (Selections...Select None, or CTRL + D).

6. Now it's time to save the frame - there are two ways to do this:

   • Choose File...Save As, saving the image to the Picture Frames folder. For the "Save as type", use "PSPIMAGE Paint Shop Pro Image...". Type in the name you want for the frame, and follow that name by .PspFrame. For example, if you want to call your frame Heart, type "Heart.PspFrame" in the File name box (without the quotes). If you do not use the .PspFrame extension, you will not be able to see the frame in the Image...Picture Frame dialog.

   • A much easier method uses the built-in Frame exporter of PSP. Choose File...Export...Picture Frame. In the Export Picture Frame dialog, give your frame a name (with NO extension - PSP will add that for you) and click the Save button.

That's all there is to it. Now, when you choose Image...Picture Frame, your new frame will show up in the Picture Frame droplist. For non-rectangular frames, you can choose to fill the transparent areas outside the frame with a color, or leave those areas transparent.

Note: If you find filling the transparency with a color leaves unclean edges around your non-rectangular frames, OR you want to fill the area around the frame with a material other than a color, make sure the "Keep transparency" option is CHECKed when you add the picture frame to your image. Use the Magic Wand (with Mode = Add, Match Mode = Color, Anti-alias CHECKed, Contiguous CHECKed) to select the transparent areas around the frame. Expand the selection by about 3 pixels, and fill with the material of your choice.