Usually in a program that allows the stringing together of images to make .gifs.
Animation Studio, Flash (I -think- you can make a .gif-only image in Flash, anyway)...
thanks, i appreciate it.(any other replies would help, too)
Use a program to convert a video into a .gif, resize it to the forum limits, put it online somewhere, link to it in your preferences.
Alternatively, you can take several images and turn them into a .gif, typically with the same software that can convert a video to a .gif.
A .gif is a collection of pictures which are displayed in sequence, at selectable intervals (from 0.1 seconds upward), then repeats itself when it gets to the last picture. A video is actually exactly the same thing, so a converter simply copies the images, sets the display interval, changes and/or reduces the number of colors used, and compresses them into a single file.
My avatar is a .gif that I created by taking one of the final video sequences from System Shock 2. I used a program to copy a couple hundred frames of video, then selected the short sequence that I thought would work best for an animated avatar. I originally used 60 frames, but the effect when it restarted was still visibly jerky, so I reduced it to 30 frames, then recopied the frames in reverse sequence for another 30 frames. The effect ended up much smoother. Then I reduced the number of colors while still ensuring that the palette was going to give me the same basic color spread (didn't want to lose the beautiful greens or blues, for example), tested the speed several times to be sure SHODAN was animating at a relatively "realistic" rate, and saved the whole thing as a .gif.
This is actually the second version of this .gif. I made it for use on another forum, but the avatar size limit is larger there so I had to reduce it to use it here. I think it turned out pretty well for my first .gif. Or second, if resizing counts as a different one.
Did that answer your question? 
yes.
how are these made?