I would guess PSP is associated with image files so it opens them.

What would you want the images to open with instead of PSP?

Open Windows Explorer, and then from the menu choose Tools->Folder Options.

Select the File Type tab, and look for he extension of the file you don't want PSP opening, Such as JPG.

Click on it once, and then click the  button that says "Change" in the Open With.. section.  

You can then choose the program, you want to open the image type with.   O.K. your way out.

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Ignorance is not necessarily Bliss, case in point:
Unknown has caused an Unknown Error on Unknown and must be shutdown to prevent damage to Unknown.

Thanks, this is very helpful.