In Aftereffects, File->import->File (or double click in project window). Locate the first image of the sequence. Before you click OK - make sure the Sequence checkbox is checked - and if you want to skip over missing frames check the Force Button.

By default After Effects imports sequences at 30fps. (this is a pref you may set). You will want to change the fps.

1. In the Project window, right click (or control click) on the footage - and choose from the drop-down "Interpret Footgage->Main"

2. In the dialog box below, specify the fps (10, 12, 15, 23.976, 29.97, etc).
3. At the bottom of this box - you can opt to loop the footage a number of times.
4. Click OK (you may edit fps/or loops later if needed)