Making Mini-Movies in Photoshop/Image Ready

Ok, so confused.

I'm trying to make a mini-movie using Adobe photoshop and image ready. I recently had to switch from paint shop pro to photoshop because of errors with my psp program, so I'm totally new with the whole photoshop/image ready bit.

I've looked through the memories and nothing has helped me with my problem. I found one tutorial that explains making mini movies by putting each cap on a different layer in photoshop and then File>Jump to>Image Ready, and I did this, and I get this.

It looks to me that I have multiple layers, but only one slide. How do I make all of the different caps go on different slides, therefore making them into one continuous mini-movie?

Very sorry if this has been answered in the memories, but I could not find it! Thanks.