Step 1 make the frames you want in your gif 50x50 (use a program like paint or www.pixlr.com to edit them)
step 2 upload the different frames to: http://gifninja.com/
to combine them into an animated gif from 50x50pixels
step 3 save this gif to your computer
step 4 upload the gif as your icon
step 5 ...
step 6: profit !