I checked my computer, and I've still got PE 6 installed. It has a text tool and a custom shape tool, which create vector objects, but it doesn't appear to have a pen tool or the ability to create paths. I also don't see any vector file formats, unless EPS saves vector info.

Paint Shop Pro can definitely do  vector work, but I think the only vector formats it can save in is its own format (PspImage) or Photoshop. I've only got PSP 10, so it's possible that a newer version would have more save options.