Here is a way to do it with Windows Movie Maker 
in XP.  This is not how I did mine because I have 
Paint Shop Pro 7 which has an animation feature 
but this works.

In Windows Movie Maker get your images to be 
animated by going to:

File - Import into Colllections

Select all of the images you need.  Then you need 
to set the picture duration and transition 
duration so the images go by fast enough to 
appear animated.  Do this by going to:

Tools - Options - Advanced

Picture duration and transition duration are at 
the top.  I would suggest setting them as low as 
they will go.

The last step is to drag your images down to the 
Storyboard boxes at the bottom of the window in 
the order you want them in and your done!

Like I said, this is not the program I used but I 
think the results are pretty good.  Go to the 
Mospeada(Robotech) section of my Rubberslug 
gallery if you would like to see my gif's.