Du need an Animation 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 Animation program.
Once Du have the program, then it's just a matter of making a series of still Bilder (frames) that will look good when animated together. The Animation program will do all the work for Du after that point. Du just tell the program which Bilder Du want to animate, add some effects (if Du want to) and the program will combine everything into one animated image for Du :)