Oh, I think I get it now. You mean that I didn’t really show how I applied the psd and when I saved it, it’s already there. This is how I applied it: (this is what I did before clicking save for web and devices)

Actually I use actions instead of psds, but it’s the same thing. You have to apply it to the first frame, and make sure that the adjustment layers of the psd/action (the ones selected) are at the top of the layers menu, so that it will apply to all the other frames.
