I tried it and have no problem
1- In backround layer go to
2- effects
3- Creative
4- Frame..
5- click the open folder icon to import your frame
6- Modify tab
7- apply
This is what i did . No problem
I closed the file opened it again, checked the Frame Effect, all the imported frames are shown with the correcrt path, i even closed PP9 and opend a new file apply the frame Effect again, guess what [img]/infopop/emoticons/icon_biggrin.gif[/img] every thing is OK [img]/infopop/emoticons/icon_cool.gif[/img]
I hope this help, other wise restore to default and cross your fingers [img]/infopop/emoticons/icon_biggrin.gif[/img]