You need:
UnFREEz 2.1
Paint.NET
Step One:
Create a starting image. Say, you wanted to have a man walking. You would have him standing still.
Step Two:
Create a secondary image. Move his arms and legs slightly forward, as if he was working.
Step Three:
Create a final image. Have his legs and arms in another walking position.
Open UnFREEz and drag the images (once saved, from Pictures) into it. In order of
Step 1
Step 2
Step 3
And save it as Animated GIF.
(This is only an obvious, small guide. Try searching.
http://paintdotnet.forumer.com for more tutorials.