Hi Tony,
You have to embed the URL (link) as an image, like this:
{img}http://www.hofoufn.com/images/smilies/bdh.gif{/img}
(note that I am using braces {}, you have to use brackets [])
So first you have to get the URL. Go to wherever and right click on the animated graphic (or any picture for that matter) and choose properties. Copy the entire Address/URL including the extension and stick it between the tags.
An alternative method is to get that same URL and select Image in the 'Instant UBB Code' section below the message input window and insert the URL of the graphic/picture there...