Hello!

I am currently running CS5, but I believe there wasn't anything different in CS4 with respect to how import worked:

In Flash open a new document (I usually use the Adobe AIR preset). In the properties, set the size to the number of pixels used in your movie images (or larger if you want to add a frame or other content). Also set the frame rate to match the one used when rendering in Vue.
Now go to "File -> Import -> Import to stage" and locate the first file in your image series. Flash will recognize that it is a series and ask if you want to import all. Answer yes and there it goes. Once it is done you can edit as usual or simply save the movie with Export -> Export Movie.

Here is one of my animations that was rendered in Vue 8.5 to PNG files and then processed with Flash as described above: Youtube

I believe that you should also be able to use Sony Vegas Studio, but I have never used that one myself.

ciao
TD