PNG Format:
Change the opacity of the background layer to 2. Save in PNG format
TGA format:
Select a small portion of your image with one of PSP's selection tools.
Go to Selections > Load/Save Selections > Save Selection as Alpha Channel. Hit Save on the dialog that comes up.
Save in TGA format.
Alpha Protection
To add alpha protection to your sculpt map in Paint Shop Pro, you can use either PNG or TGA. How you do this is dependant on which file format you choose.
PNG Format
Unlike Photoshop, the PNG method is actually easier to do than the TGA. However, still keep in mind that completely transparent pixels in a PNG file typically aren't saved with their original color information.
Open your sculpt map, then find the Layers palette on the right. Near the top, there's an opacity slider for your background layer. slide the opacity down to 2 (NOT 0!). (When you do this, your background layer will be changed to "Raster 1" or something similar.)
Now all you have to do is resave your sculpt map in PNG format. Upload into Second Life.
TGA Format
Typically, in Photoshop, I like working with TGA alpha channels, just because you can retain all the color information in your image, even when pixels are completely transparent. The problem is that, in PSP, I have yet to find an easy way of viewing the alpha channel once one has been created, which makes things frustrating.
However, if you'd still like to use the TGA file format, here's how.
Open your sculpt map. In order for this method to work, you need to select at least one pixel in your image. Do this however you want. The area you select will be visible in SL, so don't select everything.
Next, go to the top menu and click on Selections > Load/Save Selection > Save Selection to Alpha Channel. PSP will give you a dialog, but the default settings should be fine. Hit Save.
Now go to File > Save As and save the sculpt map in TrueVision Targe (TGA) format. You may get a warning about only saving one alpha channel. Click Okay.
Now upload the sculpt map into Second Life. Part of the sculpt map will still be visible (the area you selected), but it won't be enough information for anyone to steal your sculpt by the screenshot method.