DesktopX has a built in 'filmstrip' animation ability. What this means is that if you create all the frames of your animation side-by-side in the same image file, then tell DesktopX how many there are, it can animate it for you.

Create a new object, then go to the 'States' tab in its Properties window. There will be an 'Animation' tab farther down. In that tab, you will see options for how many frames there are in the image, as well as the animation styles. Personally, I dont have alot of experience in using it beyond what I've just told you, but there may be others who know what they're doing.