I'd also seriously recommend against using set frames. Why go through all that hassle for a bit of trickery?
Using rotation towards a dummy object that uses the drag-and-drop behaviour, you can quickly put together a rotating dial as you can see in this example (taken from a metronome app I made a little while ago).
For the directional emboss (which doesn't rotate), I used an object with transparency overlaid on the dial. I think the effect is convincing enough, and I imagine you could extend it to some simple lighting effects.
If you are totally set on the masochistic practice of creating 30-odd frames for your dial, you could create an event to set its animation frame every tick to int(Dial.Angle/10)-1, with the frames loaded up in the correct order and the animation speed set to zero.