They're called gif. files so i presume you'd need some sort of convertor. I can only sugges you Ask Jeeves
Here you go, Ulead GIF Animator 1... http://watforddarkside.110mb.com/Ulead GIF Animator 1.zip Download that, unzip it, and double click the file called GA_MAIN. It's very easy to use. Just select animation wizard, add your pictures/frames and it saves them as a GIF. Piece of pish. Even an absolute idiot could use it.
To get video clips onto a GIF, I play the video in PowerDVD or XINE at ΒΌ speed and take loads of screenshots of the sequence I want on my GIF. Then it's just a case of resizing them (you don't want massive frames) and sticking them in the animator.