Take a look at one of my gallery folders here: [link]
Theres a number of video tutorials (They just link to Youtube) which are all based on what i learnt while i was studying animation at University. I haven't the time to tutor, but this is a good place to start and i'm happy to offer some advice if you get stuck.
For icons here on Devi-ART, they need to be 50x50 and less than 15kb so i usually work at a larger size and scale it down while sticking to just 2 seconds of animation at max (25 frames in doubles). Animated icons need to be in gif format which most image editing software will be able to do for you, but you need something that works with layers for animated gifs e.g Flash, Photoshop or The GIMP(This one is free, just google).