Yeah, sorry my way is a little time consuming, loading each frame into photoshop/imageready and adding frames a layer each, in which you hide the top layers as the frames go on.
I think there are programs that do that faster, but I don't know which ones off hand,
image sequence to animated gif - Google Search.
Hey chkmate.... Duh, I knew there was a faster way. I haven't played with animated gifs in maybe 6-7 years. I'm using PhotoShop/ImageReady CS2:
From within ImageReady, File > Import > Folder as Frames...
It loads a sequence of images from within a folder and loads the entire thing as an animation. Just change your optimization if you want and save.
Also, I forgot to mention earlier Photoshop can rename your files during the batch.