I've done a pitcher before but seem to have misplaced that sample. Here is a soccer pic done this way.
Import the pic sequence into a single psd file with each pic on it's own layer.
Open the animation menu and set each layer to be visible in sequence on the animation frames (one frame per layer)
Set the timing of the animation frames to fit the action. Use play to check.
Save for web & devices to created an animated .gif file.