I just wanted to know where you can find and if there are any tutorials on how to make the little icons that flash. Or a helping website that guides you through the steps. Help is greatly appreciated. Thanx in advance.

Try these:

For PS: http://www.daydreamgraphics.com/d/tutorial/list/197/9
For PSP: http://www.daydreamgraphics.com/d/tutorial/list/116/1
For PSP: http://www.jennyspage.net/blinkietute.html