In Photoshop save your images as PNG files. I don't think Anime Studio will import Photoshop format images, but PNG works fine. PNG also supports alpha channels (transparency), which is good for importing images without a background. I you have a lot of images to convert you can set up an action in Photoshop to convert them as a batch.
That's a tad bit misleading: a 24 bit PNG is actually an RGB image without tranparency. If you want to include an alpha channel, it will automatically become a 32 bit PNG - but Photoshop will not tell you any of that anyway.
Are you trying to use the Photoshop plug-in to do the export? If not then here's a link is to a file that has the (photoshop) script plus a "readme" that tells you how to use it. Broadly, you run the plug-in in photoshop and it spits out a load of .PNGs and creates the necessary layers in an .ANME file...
or if you've created the .PNGs yourself and imported them into an .ANME - what do you see? an empty stage? an image icon?
or did you import the .PSD as an image? that is (in effect) an export from PS of visible layers as one image file - so are your layers visible in PS? ...
ok, so photoshop is wrong - when you export it doesn't specify that ticking the 'transparency' box in PNG24 export makes it 32, hence the confusion... makes sense, but it's all semantics in the end
