Importing frames in CS4?

I've looked through the tags and memories and I couldn't find anything, so I'm just going to go ahead and ask. Apologies if this a completely stupid question, but I'd like to make an animated gif in Adobe PS CS4, and I have no idea how to import the frames as layers. I have everything capped and set up, but I don't know how to get them from the folder to an icon. I suppose I'm just not looking in the right bit, but I don't really know what to do.
Any help is greatly appreciated! :)