The sequence needs to named filename_0001.png or filename.0001.png. In many cases, as long as they are named sequentially, you can rename them easily from within OT. If you open the FileBrowser, find the sequence and right-click on the first image. Use the rename option - it usually renames all the frames at once & then the sequence can be loaded properly. If you happen to be using macs, it's also fairly easy to rename a selection of files in Finder.
Alternatively, you could load the PSD as frames but merge onto another raster level with the same number of empty frames.