depends... what kind of camera do you have? usually, there is a little icon somewhere on a "normal" camera that looks like superimposed pictures, like a stack of em. click it to that and you shoudl be good.
if its a digital, i dunno, but at least for canon, you have to set the camera to manual mode (push the "set" button, then move down) and then push down in the normal window to get the superimposed images.
read your manual, it should say somewhere in there, or look it uo online, googke is your friend if you know your camera model.
then, to make the sequence, i use word, which works well, because i don't have photoshop or anything similar. but if you have that you should have a function.
i can't really help much, but there you go.