Creating links is a snap with Paint Shop Pro. To create a links graphic:

1. Open a new graphic wide enough to hold the links you want to create.
2. Create a new layer.
3. Using the Shapes tool, choose your link shape with the style set to Stroked and the width set to 10, antialias checked.
4. Create your link shape.
5. Bevel the link shape with PSP's Inner Bevel feature or by using Blade Pro. My links were created using a gold Blade Pro preset.
6. Duplicate the link layer.
7. On the new link layer, move your link graphic to the right until it is aligned as follows:
   
8. Working on the top link layer, zoom in on your link graphics and use the "point-to-point" option of the Selection tool to select an area where you want the bottom link to show through (this will create the illusion of the "link") as follows:
   
   
9. Double click to join the selection and hit delete.
10. You now have a "linked" graphic as illustrated below.
    
    
11. Turn off the "background" layer and click on either link layer.
12. Choose Layers>Merge>Merge Visible to merge the two link layers into one.
13. Now, duplicate this two link graphic and join as outlined above. You can continue to merge your linked layers and then use the merged layers to create a new linked graphic. This is much quicker than linking one graphic at a time.