There may be a script that I don't know about, but from what I remember, XP can't use gif files. I've seen a titlescreen script out there for something LIKE that though. It just rotated pictures, which is all a gif is anyway.
So if you wanted to get technical, it is possible, with events or scripts, but it might be a pain to use. gif files in general are useless though unless you have each image separated and ready to import, then you're on your way.