1.) Get a couple of same sized avatars.
IFSZ Homepage has plenty
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2.) Go to PhotoShop, and then open up 1 avatar. Go to Layer --> New --> New Layer. Then it should show on the avatar window on the top left corner "Layer (2)".
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3.) Open up a new avatar, and paste it on top of that current avatar.
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4.) Do step 2 again, but now it should say "Layer (3)", so keep doing that pasting and adding new layers until you think you're finished.
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5.) Press "Ctrl + Shift + M" to switch to ImageReady.
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6.) There, you should see your avatar, and a section on the bottom right corner that has all the avatars you pasted.
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7.) You can also see a animation bar on the bottom left corner. There, you should fine a button that sais "Tween animation frames". Use that to make it go onto the new layer.
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8.) Keep doing that and then go and make whatever speed you want them to go in.
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9.) Then when you are done, go to File --> Save for Web --> Save with the file you want --> Done!
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10.) Enjoy your outcome and here is mine:
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