You would need to open the window tab and select animations, each frame needs it's own layer(s) if you don't want images to over lap then on, say frame 1 you woul want to turn off layer 2, and say on frame 2 you didn't want layer 1 to show, you would turn off layer 1, to create a new frame there is an icon next to the trashcan in the animation pane, that creates a new frame, also there is a little arrow next to like 0 secs you can click this and set the timing that the frame remains, also if you have 2 or more frames there is a helix icon that you can use to adjust the tweening between frames, then you can hit the play button to see the animation effects, lastly you want to save for web & devices in the file menu.
I hope this info is enough to help you find what you need, I am using CS6, but it might be the same in earlier versions, I took web design classes in college and am very knowledgable photoshop.
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Animation Creation Using Photoshop
