Well Photoshop itself wont help with animation, you have to use another adobe program that comes with it, ImageReady. If you're looking for a simple animated gif from an ingame recording, it's pretty easy. Or are you guys looking to make animated signatures/avatars from scratch? I've made a few but those would be harder. I made this one by recording with Camtasia, then editing with ImageReady (cropping and redoing the background's colour), and added borders using Photoshop. I don't think there are any guides here on that either, graphic forums have tons of them though. But then there's the problem of sig and avatar restrictions here, so you'd have to make a really simple animated gif, maybe limiting it to 3-5 frames and small image size.