its an animation

GIF stands for: Graphic Interchange Format, which is already an animation.

No these objects loos their animation when inserted. Only the first gif displays.

If you mean Windows Movie Maker and GIF animations, that is easy.

Simply import the GIF animation into the program. Drag it down into the Time-line view of the program. Then, drag out the GIF on the time-line (drag it to the right). That is the only way to see the animation work. You have to extend the GIF animation on the time-line for the animation to work.

With some application to edit/create GIF animations, like Microsoft GIF Animator