The fair lady WeeJ has the right answer.
You'd be needing to get hold of Macromedia Flash. I use Flash MX these days but I started with Flash 4. I've got Flash Studio MX that comes with Dreamweaver and a host of other things, so I animate with Flash MX then fiddle with the page settings in Dreamweaver MX.
Photoshop has a thing in it called ImageReady (go to the File menu then down to 'Jump to...' and ImageReady will be there in the last two versions of Photoshop) that you can make animated .gifs with, such as you will see on
http://www.b3ta.com but they really are more short looping images than long things like my stuff and you can't put sound with them either.