Paint Shop Pro X has simplified adding downloaded tubes to your collection. Previously, you had to use a tube converter or open the image in PSP and go through the File > Export Tube Process. With Paint Shop Pro X, all you need to do is unzip the downloaded file into one of the two Paint Shop Pro Picture Tube Directories.

Unless you did a custom install, you will find this directory located at:
C:\Program Files\Corel\Corel Paint Shop Pro X\Picture Tubes

However, I recommend you use the second directory option, which is located in your "My Documents" folder. The path should be similar to:
C:\Documents and Settings\YOURNAMEHERE\My Documents\My PSP Files\Picture Tubes

My reason for this is two-fold;

1. If you ever need to uninstall/reinstall Paint Shop Pro, the uninstall will remove the program folders, and you'll lose any custom tubes you might have placed in the program files path. Paint Shop Pro's native tubes are on your CD and will be automatically reinstalled with the program.

2. Using the "My Documents" location for your custom/3rd party tubes will keep your tubes (also brushes, mask, palettes, etc.) safe during an uninstall/reinstall. No need to hunt them all down again or, heaven forbid, remake them! It's also a folder that most people back up for routine computer maintenance.

Regardless of which directory you choose to install to, the new tubes will be available from the Tube drop-down list in the Picture Tube Tool Options palette.

More Info on Using and Installing Tubes