You need Wally.
http://superjer.com/files/wally_155b.exe
Run it and create a New Half-Life Wad. You can copy-paste images from your favorite photoshop into the wad.
I strongly
strongly strongly strongly recommend
ONLY pasting images conforming to one of these specifications:
256x256 with 256 colors
128x128 with 256 colors
64x64 with 256 colors
32x32 with 256 colors
ALL OTHER images will cause small medium or
large problems for at least some players.