Ok,
You need to put your high res texture in the textures/<yourmapname>/hr4 directory, and make sure they have the exact same filename as their low res counterpart in the textures/<yourmapname>/ folder.
You create the .wal files which are read into BSP using a program called Wally (
click here). Make sure you use the low-res JPG when converting your texture to a .wal in Wally. Put this .wal file in your BSP textures directory the same way you would normally (bsp\pball2\quake2\pball\textures\<yourmapname>) - the game will automatically choose the HR4 texture when the map is loaded.
HR4 textures need to be 4 times the resolution of the low-res versions, in powers of 2.
For example:
you might have 'dagless_bricks.jpg' which you want to put in your map. You've made sure its a power of 2 in resolution (...64/128/256/512px etc...), the higher the better (but dont forget about bandwidth - the higher the resolution, the larger the file). Save your high res version in the hr4 directory, then resize it in photoshop to be 4 times smaller - i.e. if the HR4 is 512 x 512 px, the low-res should be 128 x 128 px. Then save it in your low-res texture folder. Load up Wally and open your low-res jpg, then select file > export, then save it in your BSP textures folder as a .wal. In BSP you can now just load up that textures folder and it should appear in your palette. When you try the map out in the game, as long as you've enabled high res textures, it should show the high-res version of the texture.
If you have problems make sure to check your paths are all right and you haven't accidentally misspelled anything.
Hope that helps,
Dag