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In the PSP menu bar, select File and Preferences from the drop-down menu. Then, select General. This will open the General Preferences Control Box.
From the General tab, select the check-box next to the Anti-Alias Selected Area Operations.
The anti-alias effect softens the jagged edges of selected areas. Notice the difference between the same selection with and without the anti-alias effect.

The Anti-Alias effect only works in 16 million colour mode.