I use the step4 in the link (at end of this post) to create an animated gif for my WLM (window live msgr). Too bad blogspot and plurk cannot support animated gif, else I will putting the gif everywhere, heheheheh. I use GIMP as the tool, it is freeware la, so no need to pay and safe to install on your company desktop/laptop(?).
okay, back to the business:
1. Put all your photos into a dir, make sure you name it accordingly. (It should take alphebetically la)
2. Use GIMP to open first file. (GIMP=freeware, comparable to Photoshop!)
3. Open the remaining files in the dir as layers (File -> Open As Layers). All image in that dir should now as a layer.