Animated Icons.. I need help...

I am pretty new at icon making, well not really, but i have been exploring and trying to teach myself. Its not too successful. I am using Photoshop 6 and I don't know how to make them animated. I have 4 pictures with text that i want to put together. I have looked at a few tutorials, but get lost on like the 2nd step. would someone please take their time to explain it to me or refer me to a site that would help. Thank You


Sorry for bothering you.