How to get a sequence of images to play out on a plane.

Hi
I have rendered a folder of images, and would like to learn how to get the to play out as frames on a plane.
I’ve changed Image Source to Image Sequence and it seems to work some of the time but I am seeing the plane when I only want the alpha images on it.

Does anyone have any advice or a tutorial link for this please?

https://dl.dropbox.com/u/13211994/PlaneSmoke.blend

(settings only in .blend, images wouldn’t pack)

It’s basically cropped screengrabs of the viewport smoke, because that wouldn’t render at all on my computer. Ultimately it’s to be a puff of smoke in another animation.

cheers,
Stuart