Im pretty sure to make the animated kind with gimp just make each of the individual slides as its own layer, then save it as a gif. I think it will then ask you if you want to make this an animation.
you may have to install a script to do that. they have some great scripts to add on to GIMP. it's a bit of a hassle, but they make it readilly expandable for most needs.
aside from the windowed interface, which makes me nuts, it's a great program.
