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You can find step by step details here
http://helpx.adobe.com/en/photoshop/using/creating-frame-animations.html
Check this video tutorial on how to create animated GIF step by step using photoshop.
Once you have your animated GIF, drag and drop it to any web browser to see the animation.
Good luck!
http://www.youtube.com/watch?v=T9TN5tPcfIs