Animated icon question

Help! Okay, I figured out how to make an animation all nice and smooth and small like the one in the icon I'm using here, but how do you get it onto the framed background? I'm using Animation Shop (Paint Shop Pro).

Icons-R-Me

Icon bonanza! BtVS, Doctor Who 3, 4, and 10, and David Tennant.

( Under the clicky link thingy )

Please comment and credit.