First make you document and all the layers you want to animate, then in Photoshop do fil>save for web and save it at the best gif quality possible
(choose gif 128 and change number of colors to 256)
Then click the edit in imageready button, do all your animation and then do file>save optimized and it should be saving as a gif file

After this delete the original photoshop file that you saved in gif, its just that whatever has last been saved in web if taken over to imageready applies and doesnt let you save in anything else