You should just be able to right click, select "save picture as", and then save them. Make sure the drop down menu labeled "File Type" (alternatively "Save as Type) has .gif selected.
To see animated gifs working, you need to open them up in a 'net browser. If you just click on 'em to view after you save them, they will only loop once. -K
or you can just use windows picture and fax viewer, that works just as well, and they continue to loop. Don't know what you use, 89celica.