Have you checked out these tutorials?

How to Create an Animated Start Button

How to Create an Animated Start Button Alternative

you should be able to

Photoshop CS2 has a very limited animation feature which creates crappy, pixelated GIF images. I think imageready has the same limited/crappy feature

The above tutorials are a bit confusing. I do not simply want to copy this same "pulsating" type of animation. Tho very detailed, this tutorial does not explain such things as WHY "shuffling" the animation frames is needed. Cant I simply just create each progressive frame as I go from frame 1 to frame 14 WITHOUT having to rearrange the frames afterward? And on exactly which frame will each different section begin (normal, pressed, disabled, mouse over, focus and default). Because for each one of those different sections, I want to use a few frames so that they each have their own animations. For instance, even in Normal mode, I would like my start button to remain animated. Then, when I mouse over it, I want the next set of animations to begin. And likewise,  a different type of animation will begin when its pressed. I know it's a lot of drawing, But thats the easy part for me. I simply need to UNDERSTAND the "why's", and in what frames to put them all. so that I can adapt the understanding to complete my project. If someone would be so kind as to explain those things to me, I'd be extremely grateful.   BTW: thanks in advance.

maybe, but I'm guessing you'd have to know lots of scripting...

No animation on the pressed state either?!?            Ok, now Im a bit confused as to your statement: "if your animation is 6 frames, for example, the first 5 frames would be the regular button states, and the following 6 would be your animation."

Let's see if I understand you -- The first frame should be the Normal state, the second frame should be the Pressed state, The 3rd frame should be the Disabled state, Then 4th frame should be the Default state, and the 5th frame should be the first mouseover state, and the following states should be the animation for the mouseover? Is that right? Sorry, but I just wanna make sure that I do this right.

start panel / start button different areas

I'm not sure since I don't skin yet... but I think the panel is done with an overlay

like Mike said.. start button, only mousuover can be animated.

Start menu, much more freedom.

Yeah, I got that part already. But my question was regarding the exact order of the frames in an animated start button.

I'm waiting for him to clarify his statement.

"if your animation is 6 frames, for example, the first 5 frames would be the regular button states, and the following 6 would be your animation."

My question:

Let's see if I understand you -- The first frame should be the Normal state, the second frame should be the Pressed state, The 3rd frame should be the Disabled state, Then 4th frame should be the Default state, and the 5th frame should be the first Mouseover state, and the following states should be the animation frames for the mouseover? Is that right? 

I'll try to clarify. The start button image state order goes like this..

Normal
Pressed
Disabled
Mouseover
Default
Animation frame 1
Animation frame 2
etc.

The single image mouseover state is not next to the animation frames. It is separated from them by the default state. I don't think the mouseover state on the 4th frame will be used by WindowBlinds if there is are animation frames included, but it needs to be there anyway.