Well, in After Effects, to import a sequence of footage check out the attached gif animation below. (80K)

Here are the steps in regular text as well:

Step 1. Create a new comp, and go to: FILE > IMPORT > FILE
and browse to the directory containing your frames, and choose frame number 1.
Step 2. IN THE SAME DIALOG BOX, click the checkbox for Targa sequence to tell After Effects that you wanna import a whole sequence of frames with the same name.
(this checkbox will reflect your filetype if you select tiffs, jpegs, iff's etc.)
Step 3. Then, you will need to choose how After Efects will Interperet your footage that contains an alpha channel.
Step 4. Then after all of your frames are imported, you can simply drag the frame sequence item in your footage box directly down into your timeline.

This last part will automaticly center, and place your footage exactly in the center of your comp window for you as well