Just a suggestion, if you wanna use GraphicsGale freeware animation feature, you can simply use the save as Strip feature, convert it to gif with irfinview. then load it into Gamemaker (
www.yoyogames.com although, I'm pretty sure most people already have this) using the load from strip feature, and it'll convert that into an animated gif. It's what I'm using atm, a bit difficult, but well worth it for the upgrade it's given me. (warning though, this wont allow transparent background without further editting)