Suzy, that is very easy to do, here are the steps:
– Open PSP and paste the complete image you showed above
– In the Materials there is a +, click on it
– It opens a pop up menu called Add to Palette, click on New, New Palette and give that the name you want to use
– Click oké and you see the name you choose in the dropdown list
– From here on you can import you colors in your own palette.
Btw Be sure you choose a name for your palette that doesn’t already exists!