You've now got two identical frames at the end of the animation. Highlight the last frame by clicking it. Now right click it and choose 'frame properties' and set the display time to 250. Now it's time to save your animation for the first time. Name it and just save it right on the desktop.
Chances are that the default settings are ok.
If something strange happens mail me . Now highlight the second frame by clicking it. Export to PSP . Highlight the first of the pens. Highlight the frame that was exported from AS by clicking it.