|I am Paint shop Pro. Is this possible?

Easy. First you must make the background transparent. You can use the background eraser if the edge of your button is sharp. If not, select the background using the Magic Wand tool. Then Select the inverse image (Select-Inverse) and cut and paste the inverse image to a new blank file that you have created with a transparent background. (File-New)

You cannot use the File-Save command to save a file with transparency. You must use the File-Export-PNG Optimizer command. Make sure that you select the antialias and high resolution settings in the Optimizer settings screens.