Do some research on the web about Chroma Keying. It’s a simple effect that a lot of movies use to replace skies, etc, without having to go in frame by frame and select the area. It does this by removing a specific color (or a specific range of colors, like the tolerance of the Photoshop wand) and replacing it with parts of another movie.
It sounds to me like you’ll need to chroma key a wall or sky or something (IE, spiderman sneaks up behind a lady), and have it replace colors with your CG footage. I assume there is a way to do chroma key with alpha on the replacement stream, allowing you to only add spiderman to the scene without the black background around him.
http://heroinewarrior.com/ has a program, Cinelera, which does all this and more, and is free. Unfortunately it’s only for linux, but serious Blenderheads aren’t using Win32 anyway. ^.^ On Mac, I think there are plugins for iMovie (may cost you 20$), and I know Final Cut Pro 3 has this functionality built-in.
The method described by other users above will work, but it requires more effort and IMHO should only be used as a last resort, or as a replacement if you can’t find software for compositing.