You can do one of two things:
a. – save the image (Menu || File || Save as ...) and choose '.psp' as the file extension: your image will be saved as a .psp file. Then go to Windows Explorer or whatever file manager you use, and just change the file extension from '.psp' to '.pfr' which is the extension for PSP 6 Picture Frames, so your file 'noisy.psp' will now be 'noisy.pfr'. The next time it will show up in your list of picture frames.
b. – is an action you have to perform only once:
First go to Windows Explorer or whatever file manager you use, go to the PSP 6 'Frames' directory, and right-click or Shift + right-click (depends on your system) on one of the '.pfr' files you will find there. In the pop-up menu that appears, choose 'Open with ...'. Up pops the 'Open with' dialog:
Browse the list of programs till you get to PSP.exe, hightlight it, check the box that says 'Always use this program to ... etc.', and click on OK.
Now go back to PSP, go to File || Menu || Save as ..., and in the dialog box that appears type in the name ('noisy'). Now in the drop-down menu go to the extension .pfr, and select it. (If it isn't there [on my machine it is not], you can choose the extension .psp, and manually change it to .pfr.) Then click on Save.
The next time you want to pick a picture frame, it will be in the list ...