Once you selected the Color Changer tool in the last step the Tool Options palette should have automatically appeared on the screen above your workspace. If you do not see the Color Changers Tool Options palette as shown in the example here tap the F4 key on your keyboard.
In the Tool Options palette, set your Tolerance to 10 (ten) then set the Edge Softness to 1 (one). The Tolerance setting in the Color Changer tool works much like it does with other Paint Shop Photo Pro tools with one small exception which will become apparent momentarily.