I have a similar problem, but only where VBulleting Forum Avatars are
concerned.
As things stand, I have an animated GIF avatar uploaded to Tiscali.co.uk
VBulletin Forums, but as with any other animated GIF avatars there all I see
is a still image.
However, if I open the GIF file directly from the folder in which I have my
avatars stored simply using IE it animates exactly as it should do.
I should add that others are able to see the animations - even on my own
avatar - it's just me that cannot.
I had a similar problem once before, but the cause was due to ZoneAlarm
settings being too high, but now I don't have ZA installed any longer & the
only Firewall I have is the inbuilt XP one, which I have even tried
temporarily disabling, without success.