Just for interest, the first posting in this thread is buggy if you set the language settings to anything other than English (I've set it to Chinese in region settings on Win 2k, Win XP machine). Seems that the Gif End and content of the gif might be interpreted correctly. Thus causing an error 481 to occur.
I would recommend the use of gif89a control, which is simpler. Too bad it doesn't have a OnClick event so it can act as a hyperlink to website. I had to put a frame around it and do the OnClick on it.