Christine,
1. Draw a box on stage. Convert to a Graphic symbol. This will be your container for images.
2. Enter the symbol in place by double-clicking it.
3. Delete the box, it was only a place holder. Click on the Blank Keyframe where the box was and press Ctrl+R (Import to Stage).
4. Browse and select your first PNG of the sequence - it should be ending with a number, something like 0001. Click Open.
5. This dialog box appears:

Click Yes.
6. The sequence of images is imported each on its own frame.

7. Go outside to adjust position and set the Graphic container to Play Once, if you need.
That's all.
Nick - Character Designer and Animator, Flash user since 1998 | Member of the Flanimate Power Tools team - extensions for character animation