Wow, thats pretty awsome, and about the shading.. err is there dodging or burning tool in PSP? I just add another layer of shading on top of the colours, looks like thats what you did for your last work there. Great job.
EDIT:
Here's some tutorial on inking (digitally) and colouring
Inking(Note this is only for Photshop)
Basic cell shading using Paintshop pro
Tips on shading and coluring using PSP 7
Enjoy