an animated object can be basically a gif laid out in png format.
you can take a animated gif, extract the frames with Irfanview (free), make them transparent using
Giffy (scroll down) then put the frames back into a png strip using Stardock's
AniUtil.
or you can draw your own in paint, paint.net, gimp, all free
Here's the DTX
Users Guide - look under Developers Guide, Creating Objects, Animating Objects