Hey first off...
Greetings Lisa!
Welcome to the community. Hope you enjoy your stay.
Secondly...
Yes, you probably are trying something a fair bit beyond your current abilities. But that's how we learn, isn't it?
And thirdly...
If you're thinking of or trying to import a flash movie/file into Photoshop, stop right there... that isn't possible. That type of thing is usually done in a program like Flash, or Adobe Premiere.
What you'll need to do is create the crystal ball image, then import that into flash, and make the 2 images work together in that medium. Technically speaking, you'll need to bring the ball image into flash, convert the crystal ball image into a "Symbol", then make it semi-transparent -- by reducing it's "Alpha" level. Then on a layer below that one, import your flash movie that you want to appear inside the ball.
If this all sounds a little too confusing to you right now, then perhaps it's better if you learn a bit more about these things before diving in completely. Less headaches that way.
Hope that clears things up.