in paintshop pro (though it seems to be not as widely used) to turn any image to grey-scale the option is in the 'image' menu in the top toolbar.
you can also export your image directly to grey-scale png file from the 'file' menu. there will be, near the end, two sub menus 'import' and 'export'. hover over 'export' to get the options of optimized gif, optimized jpg, and optimized png. The optimize wizard for the format you chose will open and among it's options will be to save as grey-scale.
MSpaint does not have a grey-scale feature, to my knowledge.