Well I've seen this used before:
sync on : sync rate 60
load animation "whatever.gif",1
w=animation width(1)
h=animation height(1)
play animation to image 1,1,0,0,w,h
make object cube 1,10
texture object 1,1
do
paste image 1,0,0
turn object left 1,0.3
pitch object up 1,0.2
sync
loop
But apparently it's a hit and miss with some people. Anyway, on the subject of Gif's, animated image formats aren't that widely used in games I don't think, probably because there's not that must control over them. Hence why animated textures are subdivided into frames, so a single image has every frame of the animation on it. Then you could use CREATE ANIMATED SPRITE to play the animation. You can get apps to convert animated gifs into single images. Not sure where though, cause I've never used animated gifs.
A dream is a fantasy, if you achieve that fantasy it was never a dream to begin with.