Adding an animated GIF to another graphic is easy, but there are several factors that must be taken into account in order to add the animated GIF properly.
A frame must be made for each frame of the image that you are adding. The easiest way to do this is to add a frame, save it and add it to the animation list. Then remove the image, add the next frame in the list, save and add to the animation list and repeat for all frames of the animation.
The most common problem is having the graphic not refresh properly. This is where the background doesn't refresh properly, or is not smooth.
If the animation does not have any transparency and completely covers itself in every frame (for example a rotating globe or ball), then the best way to add the animated GIF is to drop frame one on the graphic or banner and then create transparent frames that add the remaining frames of the animated GIF.
If the animated GIF contains transparent areas (for example, a cat running) then it is best to save the entire background for each frame so that the image refreshes properly.
After all of the frames have been added you may need to adjust speed and refresh options for each frame. One way to do this is to save the animated image, view it, and make adjustments.
When creating animated GIFs, it's a good idea to run them through a shrinker such as www.bannermakerpro.com/gifcruncher.html to make the images as small as possible.