Don't have PS on this machine but think it is file/scripts/load files into stack. Then animate.
Adobe has made this fairly easy to design now with the animantion tool. You can find this under the window section.
When the images exist as Layers in a file Frame Animation (from the Animation Panel that eliteflyers_com mentioned, in CS6 it’s called »Timeline«) offers »Makes Frames From Layers« in the fly-out menu?