How to use animated GIFs as wallpaper and/or screensaver?
You can use the following tool -
BioniX Animated Wallpaper
You could try Rainmeter or Deskscapes to create animated backgrounds fit your desktop. I haven't tried either, but it also doesn't seem like a simple process either. http://docs.rainmeter.net/tips/animated-gif-files and http://www.stardock.com/products/deskscapes/features.asp.