Do you have ImageReady? It comes bundled with PhotoShop and makes it very very easy to make animated gif's. If you have it, post back and I'm sure someone (possibly me) can talk you through it. If not, try searching for "GIF" on VersionTracker.
Yup, back in the day I used to use Gif Builder. It's a great little app! I actually still use it once in awhile, when I don't feel like messing with ImageReady.