As KSH says, to be animated it needs to be in GIF format. If you change it to anything else you will lose all animation. If you want to post a link where you found it I can check it out for you and try it on my avatar to make sure everything is OK with it
hmm i dont get it this one is moving!!!! when i looked it is a gif image but i save them the same?? I cant tell you where i find them because i dont know, i just go looking and when i find it i save it using 'Save picture as'.