Before we start, let's check to make sure some of your Animation Shop Preferences are set the same as mine so there's no confusion! Select File > General Program Preferences. Under the Layered Files tab, check 'Export frames to Paint Shop Pro as layered images' and 'Keep layers as separate frames'.
Select OK and then select Edit > Select All to select every frame in the filmstrip or hold down the Shift key and select every frame with mouse.
Next, choose File > Export Frames > to Paint Shop Pro.
Your PSP Layer Palette should be showing you each frame of the animation as a separate layer. If you only have 1 layer: Did you check your Preferences? Or did you forget to 'Select All' frames before exporting to PSP? You must close file and return to Animation Shop to 'Select All' frames (or adjust Preferences) and export again.
Important: As you are working in Paint Shop Pro to do any of the following steps, be very careful not to accidentally change the alignment of the existing animated image!
