The link you provided was not cooperationg with my computer, but if you were trying to process a burst to look like this link here:
http://cdn.digital-photo-secrets.com/images/flickr/8203513475_5f7637f101.jpg
then I can help, sort of.
Pictures like this are created using a type of photoshop tool that can take out sections of a photo and merge it with another photo. The process is done by taking the whole first photo as a "base layer," then just taking the moving object (in my link's case, the snowborder) out of every successsive frame/picture that's captured, and positioning it on top of the "base layer" in the relative position to the "base layer's" object position.
If the link/example you, jgonzalez_76, provided is not like my link, then don't try to process the burst the way I just described.
However, if your example was like this:
http://www.itsalwaysautumn.com/wp-content/uploads/2013/08/AB_6-21blogpost1.jpg
then there is no "base layer," you simply line up each object next to one another as one large photo.
Good?