Under the export menu choose qbsp.bat, this should correctly compile and run paintball2 with your new map, unless your have paintball installed in another directory other than default c:\games\paintball2, or you haven't correctly installed BSP + PB2 (which is unlikely). So, to change the directory if thats the case, go to C:\bsp\pball2\quake2\pball\compilers\runmap.bat (or a different drive if you installed it) and change the directory to wherever your DP2 is located.
***this will run your map at full brightness, it will take only a moment to compile, of course...when your final is ready use the Final Compile option, under export as well