Using word 2002 this is from the help file
"I edited an animated GIF, and now the animation is gone. Certain types of edits, such as cropping or grouping, will cause an animated GIF picture to be saved as a new picture and lose its animation. To preserve the animation, make the changes in an animated GIF editing program, and then insert the file again"
Look like you will need a editing program to maintain the animation. Hope this points you in the right direction