Hopefully, I'll write a tutorial on animating with The GIMP soon so you guys can understand how. It's really hard to explain without pictures, so, yeah.
That costs money though. For a free program look up "Infreeze" in Google. Its a good freeware tool. for that program save the seperate frames at the same size in GIF image format and then drag the different frames into Unfreeze. It will explain on the site you can download it from.