GIF
Sounds like the animation is a GIF file.
Save it to hard-drive, then right-click on the file and "Open With..."
Then choose another file to open it with (you must do this even if it suggests Internet Explorer in the first list)
Browse for Internet Explorer and tick the "Always Use This" box (this is what you don't get if you don't "Choose another")
Click OK
Now, windows will always open GIF files with IE which is capable of animating them.
Another option is to copy the file into something like PowerPoint and view as a slideshow