Place Gif89.dll in your C:\Windows\System folder and register it by typing the following in the Start, Run box: C:\Windows\System\Regsvr32.exe C:\Windows\System\Gif89.dll
You need to then Register this ActiveX in Access. Open Access and open the TOOLS menu and choose ActiveX Controls. Next click register, change the file type from ocx to dll, and browse for the "Gif89.dll" file in the C:\Windows\System folder. Click on it and then choose register.
To use this new control in Access, open your form in design view then choose the "INSERT" from Access main menu, then ActiveX Control and choose "Gif89 Class". This will place a gif object on your form. The last property of this control (bottom of list) is called "File Name". Here is where you enter the complete path to the .gif file you wish to use. There is also a property that allows you to embed or link the file. Remember that if the file size is large you may want to link it over embedding it to save overhead in your database.
You use most any animated GIF you wish. You can find loads of free Gif's on the internet. To capture these for your use, right click on top of the animation then choose "Save Picture As", make sure file type is .gif, then choose a folder to to save the file.
Special Note: One thing to remember is if you wish this Animation to work on a different machine, you must also place a copy of the gif89.dll (again in the Windows/System folder) in the different machine and go through the registering of the dll as described above. This can be a pain to remember, but the finished product is very appealing.