Here is what i always do, i start 4 paints, not paint shop pro, but paint.
Then make a background in the first paint.
In the other paints, open the spritesheets.
Then select a character with cutting, and copy and paste it.
( CTRL-C, then go to the place where you want it and then CTRL-V)
And thats how you implent more then one character, i hope this helped you out.