I've never made an animated icon. Mine have all be static so far. I just figured out how to maybe make them in that free program someone (was it you?) recommended in their tutorial. Photoscape or some such thing? Anyway, there's an "Animated something or other" tab at the top, and it just lets you put in however many pictures you want, and then adjust how fast they flash. As far as I can tell (I'll let you know once I've tried it) you just make an icon for each frame you want in the gif, then add them in order to the animated thingie...

WOW I AM HELPFUL! I SHOULD TOTES WRITE A "HOW TO MAKE AN ANIMATED GIFS WHEN YOU DON'T KNOW HOW" TUTORIAL, WHERE I'M ALL "LET'S TRY THIS FUNCTION. OK, LOOKS LIKE IT MADE THE GIF FLASH, THAT'S A GOOD START. OK, NOW LET'S TRY THIS FUNCTION... OH MY GOD NO! OK, DON'T EVER TRY THAT FUNCTION UNLESS YOU WANT YOUR ICON TO GIVE PEOPLE SEIZURES. NOW LET'S TRY THIS FUNCTION. OH WOW, THAT'S A NEAT EFFECT... HEY GUYS I JUST FIGURED OUT HOW TO TAKE CLOTHES OUT OF A PICTURE, AWESOME!" Y/Y? ;D