You can change the DPI quite easily, but it will have absolutely no effect on the quality of the image!
For example, you can shift down from 300dpi (high res for posters, etc) to 72dpi (standard screen res) and eveything will be fine as you are just discarding information, but if you try and go the other way then all you are doing is mapping the image information for 72 dots per inch into slots designed for 300 dots per inch. (If you see what I mean?)
You would be OK if you were, for example, using vector shapes in PSP as these only become dpi specific when you rasterize them.
Otherwise without, as you say, reducing the size of the image you are fairly scuppered.
Sorry!
=)
PetitPal.