I still use PSP 9 for bitmapped/raster graphics (other than photos), and had used all of the versions from 3 on except 8. All you needed to do was to uncheck the "antialias" option box (and make sure that the feather value was at zero) to get a crisp (no alpha) selection. The setting were persistent, like a preference, so once you deselected the "antialias", it became the default until you selected it again.