Hello, So what you want to do is called extracting, it means to remove the background and keep the main item.
I do have an Extraction script in the store for PSP9 & X but I am not 100% certain if it would work on a photo where there is a lot of detail around the hair ends.
The other way to go about it is check here in our tutorial section on Masks, (which is another way) to cover/hide the parts of the photo you wish to remove.
Or a search on google for "Paint Shop Pro Mask out part of a image"and see what that turns up, like this one:
http://www.grafx-design.com/16psp.html 
When you are done, make sure to save your new image as a .png file so that it retains the transparent area of the background.
Have fun!