If those images are arranged in a timeline, then you should be able to add a new one by adding a layer and extending any other layers that need to be. To get the fade effect you will need to create either a graphic or movieclip symbol of the image and use that in the timeline, not the raw image that you import into Flash.
Youe best bet will be to study what you currently have and see how each keyframe (dotted frame) has some significance (assuming whoever did it knew what they were doing). Some folks go crazy with keyframes.
If the design uses actionscript code to make the images work in and out, you'll need to show your code so that someone might be able to figure out what needs to be changed to add a new image.