I've made this tutorial for anyone having problems importing brushes into paint shop pro 9
Make a new folder and call it something like 'New Brushes'.
Unzip the psp7 (.jbr) or photoshop brushes into it.
Go to File > preferences > File location
click on File locations
When the File locations box comes up click on Brushes first, then click on add.
A new box will then come up , use this one to go to the folder (New brushes) you have just made and unzipped the new brushes into. Add this folder to the file locations.
Click OK on the file locations box.
Now go to File > import > custom brush
....click on custom brush and this box should appear.
Click on Open and another box will appear..... use this one to go to the new 'New Brushes' folder and open it.
Choose one of the brushes in there and click 'open'
That brush should now appear in the left hand side of the 'import custom brushes' box.
Carry on adding the .jbr brushes untill you've got all the ones you want to convert in there.
Now click on Add All
The brushes should now move across from the left hand side to the right hand side.... when they've finished, click on OK
With a bit of luck the new brushes should now be in your brushes menu and ready to use.