Forum Moderators: not2easy
On the Tool Options Palette is the option to anti-alias the edge of your selection, which is enabled by default. Uncheck the box and you should just get the pure selection.
This is one thing that really bugs me about Paint Shop Pro - they enable all the complex features by default. I would much prefer it if the application just behaved as you would expect first; with the option to enable the advanced behaviour if you wish.