import the sequence as a clip into premiere.
You dont have to import them all seperately, should be a check box saying image sequence or somthing if i remember rightly.

Final cut pro is the program that cant handle sequences (on some versions at least).

render out with a frame buffer of four so it should read somthign like this
render.0001.jpg
render.0100.jpg

I advise you render out as tga or another high quality format, jpgs are made for single images on the internet.
If you import jpgs and export them as another compressed format there is a high chance you will get bad compression artifacts.

If you do want to change the default image duration you can do so in the settings.