I know this isn't the best method of importing, but really man, just trying copying each individual frame in a paint program (any will do). It works fine for me, I think it's easier (but I am kinda backwards on this stuff lol)
What OS are you using? I think there were problems with Vista. The auto mirroring caused animation to disappear. But it is fixed in current build (95.3)
Upload your cap so we can help you out man. Don't be shy, we're all learning!