How to create animation gif like this?

Question

Here

Should be the most easy way!

Answer 1

Visit http://www.iconj.com/

Answer 2

This tutorial shows you how to make a wrap-around, scrolling, animated GIF on the command line, a bash script using ImageMagick.

There's also an ASP script around.

If you're planning to use this for a favicon, like the example you link to, use "16" as the width (the bash script will default height to the same). You can also experiment with dynamic favicons if you wish to run the animation on certain events, or run effects like speeding up, slowing down, and reversing direction. Doesn't work on all browsers though.