For this you need - (you can download the trial version from here)

And my Zip file containing P Feather Tube and Body of peacock.
I'm assuming that you have working knowledge of PSP.

This is my first attempt to write a Tutorial. I have tried to enclose maximum nos of screen shots to make it clear.
Ok, before starting to make Peacock, you need  to make a long feather from the small peacock feather tube in the Zip file.

Peacock's Long Feather

Open a new transparent canvas 200x400
Place the unzipped feather tube in the upper portion of the canvas.
Like this

Now  resize the original peacock feather tube to 80%  Effects-sharpen-sharpen(once)
Add one layer to the new canvas and put this resized tube slightly above the 1st layer.
Like this

Then again resize the tube to 60% Effects-sharpen-sharpen
Add one more layer and and repeat the above process.

Now again resize the tube to 50% sharpen it and place in a new layer above the existing layers.
The purpose of putting each feather in separate layer is to adjust the over lapping portion to your liking.
If you like the shape and over lapping of each feather, then you can merge all the layers into a single layer. Layers- Merge-Merge Visible.

Resize the merged layer to 80 % and shrpen again.
Now your Peacock's Long Feather is ready.
Now mine is like this.