Yea but can you tell me how? The problem is I don't know how, as I have tried, and when I do it, it seems to diolate the others like it makes them fade, when I put in a different layer together in sony vegas, so can you tell me how to do it?

I'd really appreciate it.

And I don't know if your referring to stop motion when you say decades.

No jampot I don't believe that has to do with what I am asking, what I was asking was for example, say you have 1 character sitting in a seat, but then I want to add a new layer in sony vegas with a new image sequence, of the everything the same only its to add another character to the same scene, how can I do that while my other character originally still being there is what I am asking, I am not trying to take anyone out, trying to put characters in is what I want to achieve, I just would like to know how.

It's the same basic concept as taking someone out- except the someone in question is the background of your shot. You want to take remove bits of the new picture so the character to be inserted is the only thing that isn't transparent, and then layer it on top of your original scene. You could do it manually, by filming on-set and masking, or I guess if you had a decent chroma-key setup you could use that and set the keyed-in area to display the old shot (which would be faster, but much harder to get good results from).

Well, take my input with a grain of salt because I've never done significant effects work- I'm fairly certain that in After Effects or the like it can be simplified significantly, but if I had to do something like this I would wind up going the route Pritchard mentioned and use GIMP because I don't own AE.

The long and short of masking frame by frame is that you: make a new image -> create two layers -> put the original frame on the bottom layer and the frame you want superimposed on the top -> draw a mask/selection around the character you want to keep and delete everything else from the top layer -> save the image -> repeat until you've done that for all of the images you want to mask.

It's an arduous process, but if you're careful and patient you can get very good results. I wouldn't recommend it unless it's a very short shot or entirely necesary, though.

For clarity, I'll try to define some things:
Image 1: The image you take first. From your initial question, I assume this has the set and a figure already in it (if it doesn't already have a figure, that's fine as well- what's important is that it has the set).
Image 2: The image taken containing the figure you want to add to the first image. It could have the set as well, but it doesn't really matter- you're going to remove everything that isn't the figure. That said, if you can film on the same set, with the same lighting and camera angle, it will make things look more consistent.

By original image, I meant image 1. By default, layers in GIMP have an attribute called transparency: this means that if you have images on two layers, and you erase part of the one on the top layer, you can see through to the image on the bottom layer. So if you put image 2 on a layer above image 1, and erase everything but the minifigure from image 2, the final result will be an image with the minifigure superimposed on top of image 1. When you save to a final image, the layers will be merged. 

There are a fair amount of tutorials about applying the concept on Youtube (try searching "brickfilm masking"). Watching how they work might give you a better idea of how to use it to add characters to your scene. Once you know how to add one character, you can use the method to add as many as you like.

One final note: I'm simplifying a bit here in that if you have flawless lighting and absolutely no camera bumps, you could get by with filming on the same set and only erasing the part of image 2 that covers the character in image 1. In practice this can be difficult because light flicker and unstable cameras lead to small differences between the images which peak through at the border of the area you erase

Ultimately, you should read/watch tutorials and experiment. I have a feeling some hands-on with GIMP will do a better job of getting the general idea across than I could in five hundred pages.