That I did was to create a different imagenes, an imagen by layer, in my photo editor, which is Paint shop pro X, it has the ability to save the file as Photoshop file, then I took that file to make with the bruch optiion a drag crossing the screen expecting that my different layer aprearce one by one, but that got was only the last layer from the file, the one below, I change the layer order and then tryed it again in BR, getting the same result!!!.
How can I make this kind of effect?? with the brush I want to paint different imagenes one by one.
The paint system only accepts layered .psd files that were generated by Adobe Photoshop. That's the problem that you are encountering. Just because you saved from Paint Shop Pro as a .psd file does not mean that these files will release their layers to RED - it must come from Photoshop.