@Pick
If your idea is to change the default .pds format to .jpg format, so that every time you save a new file, you hope it will save in .jpg as default instead of the usual .pds, then I am sorry, as far as I know, it can't be done.
Well, not with Adobe Paintshop. I do remember when I had Windows 3.1 (or 98), I could change the Windows Paint's default .bmp format for something like .tif format, but Paintshop is not a simple painting software like Windows Paint, because Paintshop is a complex software. It use layers, it allows adjustments to be changed when you open the file again, it remembers original settings and adjustments, unlike Windows Paint which once you open the file, you can't change the adjustments back to original settings. Hence Paintshop use a document file not an image file.
When you save a new file for the first time, you will always have to pull down the
Save as type and change to .jpg to work on a JPEG image file instead of a Paintshop document file.