brokenrecord

In PSP8, it's Layers and then New Raster Layer. Or, if you were following this tutorial and were going to use one of the gradients, you would copy the gradient (right click and then copy) and then, in PSP, go into the image you want to copy the gradient into, right click it, select paste, and then select "paste as new layer". The short-cut for that is ctrl+L, at least in PSP8.

Hope that helped. :)