You should be able to play animated gif's in Internet Explorer
Open Internet Explorer, click the 'Tools' menu and select 'Internet Options...'.
Select the 'Security' tab, click 'Custom Level' and scroll down to the 'Scripting' section.
Select all the 'Enable' radio buttons and click 'OK'.
Select the 'Advanced' tab, scroll down to the 'Multimedia' section and verify that the following check boxes are selected:
'Play animations in web pages' 'Play sounds in web pages'
Do they play in Firefox or another browser?
Have you made sure that you have an up to date Java running?