You will now see the one blue frame that you saved in PSP (blue.jpg).
You will now need 3 copies of this frame to match the number of frames from the transparent glitter animation.
Click on "Edit" from the menu bar". Scroll down until you see "duplicate selected" and click on it.
You will now have 2 blue frames. Repeat this for the third frame. Now you will have a total of 3 blue frames.
Go to the transparent animated frames so that it is now the active animation. Click on the "Ctrl" key and hold this down while you press on the "A" key. This will highlight the three frames.
You will have to do a copy/paste of your transparent animation over to the 3 blue frames. To copy these onto a clipboard, click on the "Ctrl" key and the "C" key.
Click on the 3 blue frames making it the active animation. Hold down the "Ctrl" and "A" keys. This will now highlight the three blue frames. Now hold down the "Ctrl" and "E" keys. This will paste the three glitter frames on top of the blue frames. Left click with your mouse and it will paste it to the frames.
You can also move these around until you like their position and then left click with your mouse.
It is now time to view your animation. Click on the "View Animation" button located on your menu bar.
If you are satisfied with the animation you will now be able to save it. Click on the "File" button on the menu bar. Choose "Save as" from the drop down box.