There are a few filters which can provide _some_ effects - I recommend
experimenting with some under Filters / Artistic or Filters / Brush
strokes. There are also filters such as the Texturizer, which can
create the effect of your image being on canvas or rough paper. Adds a
nice touch to the effect.
As to 'methods', here's an example which I quite like:
http://www.worth1000.com/tutorial.asp?sid=161032&page=1
If you're serious about making something look like a painting, Corel
Painter 9 is amazing. Combine it with a graphics tablet like a Wacom,
and it opens up a whole new world.