There's no simple way to do it in GD like with normal images, but there are classes you can download that enable you to work with animated gifs.
I managed to load an animated gif but when I add the other image over it it is not animated any longer...
Like I said, you can't treat an animated gif like a normal image in GD. Unless you're really advanced, you should download a special class for working with animated gifs (there are plenty, try searching google).