It should still animate when you right-click > save as And it should animate on any photo hosting site too, as long as the file extention is .gif ... try imageshack or photobucket, they're both very easy to use.
I think you need to be a premium member here to have an animated avatar.
Do you have Windows Vista? I know on my new laptop, it doesn't animate a .gif in the Windows Photo Gallery (it does in XP) but it will animate if you open it with an internet browser.