Please note that both sites offer Corel PaintShop Pro as a free 30-day trial, after which you will have to pay to continue use of the program.
CNET wants a higher price, so ...
Clearly, eset is detecting the download installer portion of the download as a PUP on the CNET site. If this bothers you, simply go to Corel and get it from there.
To clarify, a PUP is almost always not a virus or malicious file. It is simply unwanted by some users. In this case here, a user would expect to get a direct link to the PaintShop Pro file, but instead of that, is really getting a file that facilitates the actual download of the actual file. Some users simply do not want this sort of behavior, and this is considered to be by some to be extraneous or unnecessary.
What happens is that you must download two files. The first is the download installer, much smaller in size, and certainly is not 350 MB. This file then connects to the Corel server when you double-click it, and then it downloads the file you want.
The only claimed benefit of doing it this way is that if your connection is broken in some way, you can resume the download at the point where it was interrupted.
It is not necessary to have another file such as this in order to facilitate the download of the file one might want.
Ergo, eset will alert.