Lately I've been doing a lot of selection tutorials and they nearly always say something like this: "Download my selections, then unzip them to your Selections folder under Paint Shop Pro." NEVER do that! Especially when there are a lot of tutorials containing selection files with no identification as to which selection goes with which tutorial!
Paint Shop Pro doesn't care where your selections are stored, so why install dozens, if not hundreds, of selection files you'll probably never use again and may have the same names as other selection files in PSP's Selection folder? Also, selection files require a specific image size. Save PSP's Selection folder for special selections and either create subfolders, or create special tutorial folders. They don't even have to be under PSP - they can be wherever you want them to be.
For example, you could create folders under PSP organized by author, then the specific tutorial. Or you can do what I do - I have a psptutorials folder with subfolders named according to the tutorial writer and then subfolders under the tutorial writer, each named with the name of the tutorial. I create these folders when downloading the tutorial and the files needed. I unzip the selection file into the same folder and when I do a tutorial, I then browse to this folder with the required selection files. PSP will remember the last folder opened, so you don't have to browse to the folder again until you do another tutorial.