anda need an animasi program. I use GIF Construction Set, but there are lots of programs out there. Most of them cost money, though. It's hard to find a good free animasi program.
Once anda have the program, then it's just a matter of making a series of still imej (frames) that will look good when animated together. The animasi program will do all the work for anda after that point. anda just tell the program which imej anda want to animate, add some effects (if anda want to) and the program will combine everything into one animated image for anda :)