That's alls I can stand, I can't stands no more!! Popeye the Sailor.
Your question has been languishing here forever without a response, so I thought I'd break the spell and answer.
I'm a total newbie myself, but I think I can at least give you a hint as to what to do, for what it's worth.
I take it you want to apply a particle effect to footage of a helicopter, rocket, whatever?
If you check out the manual, you'll see that you can import footage into the Stage. Double click on the small gray rectangle in the top left corner, and select your footage. Then, when your helicopter shot is visible in the Stage, you can apply a particle effect to its motion, frame by frame.
Like Photoshop (among others), PI allows the creation of layers so that you can create "background" images with existing imagery you wish to place.
Depending on how you want your "effect" to work, you can place the background image (with its alpha channel intact) in front of your particle layer or behind it.
You can also apply an avi-type file as a background.
Typically we place PNG files (single or an entire sequence) with alpha information onto a layer as a backbone and manipulate the emitter to the object (helicopter, aircraft, rocket, etc.) including wind (velocity), angles, deflectors and emitter masks to correspond with the object (outline / solid / alpha) being used in the project.
The bottomline, PI does a great job working with existing objects that are imported in. And the final effects are very convincing.