If you open a composite image created by ProSelect as a layered Photoshop file (or keep it open in Photoshop) AND don't view it at 100%,  then it may appear that the alignment of some of the layers is incorrect. Typically some parts of an image normally hidden in a lower layer appear to be protruding outside of the edge of the layer above. This is because ProSelect aligns things to within 1 pixel of the edge and Photoshop does not scale all layers equally when viewed at zoom levels other than 100%.

So, if you see this, don't panic! Just zoom in to 100% and you will find that everything is fine.

Also, once the file is flattened all layers are correctly aligned regardless of the zoom level.

Another article of interest regarding layers in Photoshop is Overlapping Borders.