I have no experience about PCLinuxOS but if you use command line, type fdisk /dev/hda or whatever the HD do you use. You can use cfdisk too, it's graphical tool for the same thing.
One way is to delete all partitions on your hard drive. Then you create atleast 2 partitions. One for swap and other for root partition (/).
There's a nice tutorials in PCLinuxOS's pages. http://www.pclinuxonline.com/wiki/PartiTioning