There are many ways of saving a picture. Different formats from .raw to .png.
The most common on the internet are gifs & jpegs (and pngs and bmps to a lesser extent)
There are two versions of the ".gif" format.
You have your standard static picture. It is what it is...just a picture. Then you have these little 'videos' in poeples avatars you see around here, or in their signature. Those are animated gifs. They are a series of frames that move along quickly.
Both are saved in the same format (their extensions are both .gif) but you can choose to animate it or not depending how you save it out.
I use Adobe Imageready to make animated gifs but they are many programs out there that do it.
If ya need anymore help, lemme know